I checked your video, and you explain in the description the Xkey disconnected due to a USB cable issue.
I do not think your problem comes from a missing driver.
Class compliant USB devices just work fine without driver, that is the purpose of class compliant drivers.
About 90% of MIDI USB devices manufacturer do not provide any driver.
We sold several thousands of units, and nobody complains about a missing driver.
If you face disconnection issues, you have to check if your USB cable is correct, or, if you are connected through a USB hub, any problem that could come from this hub, or any other hardware issue around USB.
Regarding the device blocked by the first software it connects to, yes, this is specific to windows which is not multi-client, OSX is multi-client, not window, unfortunately, are you running on Windows ?
I’ll check on Internet if there are multi-client generic MIDI drivers for Windows, that may solve the issue you mentioned.