Two suggestions based on use of Movie Edit Pro -- I don't have Xara:
MEP has an option to backup a project and all its resources (video clips, images etc) to a new folder or drive. This is intended for backup after finishing a project but might suit your needs as it only copies items that are actually in use. Check under 'File' >> 'Backup copy' >> 'Copy...' to see if XWD has this option.
Unless Xara make extra copies, you might temporarily move all the unused images to another location before you do your publishing. In MEP, if an image can't be found, a dialog pops up asking me if I want to locate it or skip it.
Hope this helps,