Thank you for your very clear explanation of what you are doing and have accomplished thus far.

You can add additional XF arpeggiated Parts to your 4 Audio Tracks.
You can add MIDI Tracks or Audio Tracks, it’s your choice.

Choose MIDI if you desire to edit the data or if you still think you might want to change your mind about the instrument sounds.
Choose Audio if you desire to go straight to committing to the generated data.

The setup will use Cubase’s ability to Count-in (you can setup a number of metronome clicks prior to going into record)... yes, you will start the Arpeggio by pressing a Key on the XF, but pressing a Key on the XF does not *start* recording on Cubase. Cubase will *start* when the Count-in is complete.

The role of you, as musician, does not change: it is still your responsibility to hit that very first Key exactly on the beat.

Arpeggio Phrases need to be started on the downbeat. The phrase will remain in synchronization because the Cubase MIDI clock is ensuring the XF follow exactly. Say you are slightly late (behind the beat) the entire Arp phrase will remain exactly that distance behind the beat. This is a good thing, because you can shift the entire recorded phrase forward or backward using the piano roll view. If you trigger the Arp an eighth note behind the beat, the entire phrase will be an eighth note behind the beat, precisely.

The Arp Sync Quantize setting is responsible for the placement of the trigger Key’s data... this will help align your trigger note data to the nearest Quantize value. If set to 240, then striking the trigger key will cause the Arp to change at the next nearest eighth note.

In Cubase go to TRANSPORT > PROJECT SYNCHRONIZATION SETUP... > MIDI CLOCK OUT > MIDI CLOCK DESTINATION = Motif XF-1
In the XF make sure the MIDI SYNC = Auto

As mentioned, you can output Arps as MIDI or as Audio.
Setting up to Output MIDI requires that a setting be made in the XF, so that the notes “sorted” by the Arpeggiator is sent to the MIDI Out, instead of the direct Keys that you play. You will need to setup differently for this to occur. Typically when recording MIDI you work with Local Control Off and you echo MIDI data back to the Tone Generator- however, when wishing to record the Output of the Arpeggiator, you set LOCAL CONTROL = On, and in the DAW you setup so that the MIDI signal “dead-end” on the Track (does NOT echo back to the synth during the record process) simply leave the Track’s MIDI OUT not assigned.