This is a very partial response to your question, I'm sorry to say.
I'd say that HUI is nothing to do with midi as we discuss it here, although HUI may be sending similar messages through the same hardware links.
Midi is concerned with the actual sounds, and the making of them. HUI is concerned with the mechanical control of hardware, such as mixers. Yes, a modern DAW system may well need to do both, so there may be some overlap, I have heard of mixers that can be controlled using standard midi (maybe incl SysEx), but I'm not sure that HUI would be used regarding the actual music.
So some of the things you've been told seem quite misleading, although checking to see just what Pro Tools does regarding either midi or HUI would be a separate enquiry.
I would recommend that you stick to the midi side of things, and try to get the X50 working.
The acoustic instruments etc are again nothing to do with midi (although the new spec for midi 2 might be moving in that direction) although Pro Tools might again allow you to record real audio at the same time as it might be recording midi from the keyboard, and keep the two separate things connected within a project.