When importing a second Xero Budget, you can Sync your Xero Budget into Calxa easily, however Calxa will only sync one budget version from Xero.
Before you import a different Budget, use the Budget Factory to copy the original Xero Budget to another Calxa Budget version.
Then you can go back to the Settings > Organisation Settings > General
Choose the alternative Xero Budget and Sync again.
This will bring the second budget version into Calxa, where you can again save that to a Calxa budget, then any changes that need to be made to either budget can be directly updated in Calxa.