After having some issues with importing XF files into Montage, and solved that (thanks to Bad Mister, Tarek, and Joel), I have one strange problem.
After editing a few different libraries, and merging them into one, there are some leftover Live sets. Let me try to explain.
Montage has 8 eight User places with 16x16 slots each. After deleting all of my Live sets, I found that, besides that 8 User Live Sets, there is one Live set more, and it is named as my current library. The problem is, there is no Edit button, and I can not do anything with it. I suppose that these pages are directly connected to the library itself - only thing, there are now some files which I removed from the library. I remember I made my lists on the user page 1, Live set pages 1, 2 and 3, but did not make any lists on my freshly created library page, which I did not even know it existed. I dont know the way to edit these, or remove it. Here are also attachments, to better understand what I am talking about. Big thanks to everyone in advance.
My understanding is that there are 8 User live set banks (named by default User1-User8 - though you can rename these) with 16 pages of 16 slots as you quite rightly said. In addition there is also a Preset bank that comes preloaded and this cannot be altered - eg if you click on a slot you are not given any of the options that you would have with a User bank slot. Also this preset bank will only use preset performances so there couldn't be an instance of Not Found.
If you press the Utility button and then select Data Utility you will see the folders that are in the user memory area - select the Live Sets folder and it will have all of the User banks currently within your Montage. If MontageSR appears there you should be able to select it and then press Delete. If MontageSR is not showing then I'm not sure of the situation.
I've taken another look at this. It seems when you load a library file the live set for that file is added after the 8th user bank and indeed this is read only (ie the slots themselves can't be edited). That would seem to make sense as a library is a special instance of ROM. I recall having read somewhere that when you store a library file it is only the first of the 8 banks that is stored in the file. To delete that library live set bank I think you have to delete the library itself.
I imagine the logic is that a library is intended to be used as a set of performances (and possibly grouped into a live set) that you will want to keep intact so if you were making changes to one that you would import the performances into the user area, delete any superfluous performances, assemble your live set bank if appropriate and then save this again as a new completed library which can then be loaded.
Still, I see no smart use of that Library-related live set type. Voices order in library can vary, and the main reason the Live sets thing is so great, is exactly that - to re-order our voices/performances and make them easy to reach. However Phil, thank you very much for your taken time, and answer.
As much as I learned till now - regular user live sets are remembered and saved inside the USER file, so we get them back thru user file re-import, after actions like update, Montage reset etc.