@ Needa
When I save the file with the layers, I save it directly from Affinity to a G-drive that I purchase, and when I do that, there isn't an XMP created. All is good.
These XMP files are all on my XQD card that I pulled from the camera. Now, that I am thinking about it, it has always been like that. They are just there, and it isn't caused by me moving around the files into a folder. I am blaming lack of sleep for that misinformation that I gave.

I don't understand the sidecar files, etc. As long as I can delete them, it isn't a big deal, but it is a lot of extra files clogging up my view. So, I 'arrange by file type' when viewing to get them all out of the way.
I have no clue if I am making sense here. Mostly, I just wanted to know if there was any issue with me deleting them. If there is a way to not create them on the card in the first place, that would be great.
In other words, when I put the card in the card reader directly from the camera, for every NEF, I have an XMP right under it. So, every other file on the card when viewing the files is an XMP regardless of what I do. If that is normal, then I'll just continue to deal with it like I have been. If there is a way to stop it, then that would be great. Invisible XMP mode or something. Ha Told ya. Brain fried from lack of sleep.