I've found a solution that works for me!
a) With the newest download "X-Lite_Mac_5010c_68138.dmg" X-Lite no longer forces a prefix in the Preferences for international calls.
b) It took me a while to believe that X-lite adds the "2 digit country code of origin" to ALL outbound numbers, whether national or international.
Based on this, my Dialing Preferences settings are (I'm situated in France, and I need a "0" to go outbound):
Dial out prefix: 000
International prefix: (empty)
Default extension: 4
Country code: France
A national number I now dial as 456 123 456, which results in X-Lite dialing 0 0033 456 123 456;
an international number I dial as +44 987 654 321, which results in X-Liste dialing 0 0044 987 654 321;
an internal number with 2345 (less than or equal to 4 digits).
I can't say that I found my way via the X-Lite documentation, but when I detected the Help > Troubleshooting > Logging, I could see what's actually going on behind the scenes.
I hope this is of any help to others.