I would like to see your link-system, please.
It is a private addon, so I do not currently have a public demo. I will talk to the individual that funded the addon development and see if they would be ok for me to provide you a link to their site (I don't see why they wouldn't, but its proper to ask first).
Here are a couple screen shots
Note: Keep in mind, this addon is just as robust as all my other addons, so it implements all XF Handlers, has features like Custom Fields, Custom Review Fields, Prefixes, Categories (with lots of category options and per category permissions), a ton of Permissions, integrated tightly with XF due to implementation of Core Components, Systems and Handlers, a ton of Options, Style Properties, Layout Types (List View, Grid View, Tile View etc).
You can see that the Admin features for Link Directory are much the same as all my other addons with Categories, Prefix's, Custom Fields (2 systems), Batch Update, Reply Bans and Options.
LD has the Standard Index OR an optional "Modular Index" (just like all my other addons have). You can "feature" links, and doing so will display a Featured Links carousel on both the LD Index and Category Pages. As mentioned above, LD has more than one Layout Type (this one is List View, however, there is also a Grid View layout and a Tile View layout). There are Style Properties for each layout type that lets you enable/disable individual layout elements (comment count, review count, click count, view count etc). The Index page and Category pages are paginated and filterable.
That should give you an idea at least.
I would like to know, if there is an importer for the Xenmade LD and for the RM?
No, however, Ken aka
@mysiteguy might be able to assist with that

(can't hurt to ask him).
Is your system usable for larger directories?
I talk about some tenthousand links in 500 cats in three levels.
All my addons use Core XF Components, Systems and Handlers. The hierarchical category system that all my addons use is the same category system that is a Core XF System (that both XFRM and XFMG use, which is based on the Core Node System). Just like everything else, SERVER SPECS do come into play with larger numbers like those that you are tossing around, so if you have the HARDWARE to support it, it should be fine, but if you are on a $5 a month shared server, then NO (you'd have way to much load).