Hmm, first of all, I managed to really fix my problem Instead of playing it as music, I decided to make the music an external ogg file, which I loaded into a channel on loop. That loaded without any lag and there are no problems anymore. I think XAudio's music playing lag was causing the problem. At one point my sprite would just disappear.
One question though, when the camera scrolls into the next grid area, and pausing is enabled, the sound playing also pauses. Could it perhaps be made so that the sound doesn't pause? Or is there some other way around it, perhaps?
EDIT: Oh, and another small thing