Here is the deal, everyone had a piece of the answer, and now I have remembered why my settings were the way they were: You can set the layer filter initially, but it must include the layer on which the XREF is inserted, or the XREF will not be able to be added to the selection set, and you will get no doors. If your XREF is on layer 0 and your doors on |A-Door, then 0,*A-Door will work. Leaving it at "*" initially performs the same task, but will also get any other doors in the drawing.
Once the XREF is in the selection set, you can reset the filter and not include the XREF layer, provided that you do not ever use the Selection>Select Again option. If there is nothing else in the drawing file that matches the layer filter, Select Again will "fail" as you will have a null selection set, and the XREF will remain selected. (Interestingly, if you omit the XREF layer after it has been selected, the Selection>Remove function will not work as it filters out the XREF.)
If you want to have one sheet with XREFs of multiple floors and have the schedules separated into separate schedules by floor, insert each floor's XREF on a distinct layer and then filter only for that layer (and the nested doors) for each floor's schedule.
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David Koch