The xfsdump method cannot possibly support multi-level backups for multiple strategies. This is because xfsdump stores the state under /var/lib/xfsdump/inventory with no option to override this. This means that multiple strategies wills hare the same state information, meaning that a level 5 backup of strategy A may end up depending on the level 0 backup of strategy B.
I.e: Do not use xfsdump with multiple strategies and multiple levels or else you will lose data. If you have a good idea on how to solve this, please send a bug report.