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I just finished U4 last night using xu4. I was planning on picking up 4+5+6 today and attempting to transfer, but now I'm gonna wait and see if it pops up during the 17 day sale ;)

In any case, I believe I read that you can by using your party.sav file. Just remember that xu4 saves it's own states outside of your core Ultima 4 data files.

This faq should help you find the save files on your system:

Let me know how it goes!
LotusGramarye: Title.
it would be excellent to note whether or not the suggestion helped, or whether you have otherwise solved this situation...