I have my Castlevania in XEX format as well. Like this:
Castlevania LoS [MD]\Disc 1
Castlevania LoS [MD]\Disc 2
(MD just means MultiDisk, so I know).
They both show up fine in the list of games and swapping automatically works fine as well.
My notes (Yeah, I like notes for myself) reads:
The following games has multiple DVDs, either in XEX or GOD mode (does not matter really). In Aurora, make sure the "Freestyle Plugin" module is active.
Also, in DashLaunch (if you have that), make sure Behavior/autoswap is disabled. The Freestyle Plugin in Aurora will take care of the swapping so you do
not want it enabled in DashLaunch as well! [MD] tag on games means "Multple Disks". At the time of writing with Aurora 6b, these disk switching will not
work if you are running the game over ConnectX (bug in Aurora). It works fine if the game is on the internal HD or a USB disk (Not tested USB) though.
Some games also work if you just quit when asked for disk 2, then start the game from disk 2 and load your save:
Castlevania LoS [MD]
Dead Space 2 [MD]
Dead Space 3 [MD]
Infinite Undiscovery [MD]
Mass Effect 3 [MD]
Max Payne 3 [MD]
MagnaCarta II [MD]
Rage [MD]
The Witcher 2 [MD]