I guess it won't hurt. I'd prefer to keep it in one place for better information, but if you have a good reason, I don't think it's a problem, as long as you do proper crediting (not just for me, there's a number of people who are also significantly involved in making XCF).
Still, I'd like to know the reason. Is it because people from a certain region can't access mod.io?
About OXCE and other components, you'd have to ask their respective authors.
I'm a modder myself and I presented this mod on my Discord server to some people, in private, knowing they would be interested. However, even with my "condensed" installation guide, half of them failed to install successfully... so, it would be better for me to make the installer and distribute the mod that way. And since I uploaded many mods to ModDb, being a "regular customer" there for almost a decade now, then this is only a natural thing to upload XCF as well.
I wouldn't worry about having an outdated version on ModDb, since every 2 months I reupload the old files with the newer versions if available. Also, since this project is open source, I can make the NSIS script open source too, so anyone interested could check, edit, and compile it themselves.