I haven't followed this thread diligently, so forgive me if I'm repeating something already said.
Harry's method of keeping notes in a single Xy file works well with a Xy4Dos feature (I think in the original menus or maybe in the modified ones I posted back in - ulp - '92?).
Under the Advanced menu, click Extract data. You can gather information based on a word or phrase and have the program pull out all the paragraphs containing the target. You can then paste this result into another file. There are several other features in the dialog box. Might be worth experimenting with.