Greetings!
Since Kulyok is on vacation, I'll try to fill in for her (to the best of my abilities), and answer your questions.
1) Xan does indeed "break up with you", so to speak after the dramatic events in Spellhold. But hang in there, and keep going. He'll come around. Eventually!
There's a talk towards the end of SoA in which he changes his mind, and the romance picks up anew in ToB: just start a player initiated dialog in the Pocket Plane.
2) If memory serves, Xan only tells you to return later to Watcher's Keep, because he's hoping that if you return with more experience and more abilities, you won't get crushed like a bug.
That's just his usual gloominess kickin' in. The time in which you decide to do Watcher's Keep doesn't have a huge impact on the romance that I remember.
3) No, there won't be negative consequences on the romance if you take extra time after Xan has told you that you were ready to leave. He just won't be as chatty until you reach Brynnlaw Island and ultimately Spellhold.
Hope this helped!
Happy gaming.