I don't know about Windows Live, but I am afraid most sites won't import those keywords as they are in XMP as you said, not IPTC.
But luckily there are free programs for IPTC: Irfanview, XnView and many more.
Regarding your other questions, there are many IPTC fields that are unused, you may add your comments there instead as keywords. But it's easier to keep track in a spreadsheet, or upload a batch to all sites at the same time and then move to an "Uploaded" folder.