I have no idea what you connected the cellphone mute wire to, so I can't say if you should undo it.

Best way to get to the bottom of this:

Draw a diagram of the output leads of the HU.
Get into the service manual and get the pinouts of the ORIGINAL HU from the car.
Compare them wire for wire. And use the diagram from the thread I mentioned if needed. You can then make up a diagram of "what wire from the new HU goes to what wire in the car", if needed, you can splice wire directly together IF you cant come up with an adapter cable to make it "plug and play".

That's about all I can do to help, as I've never tried to replace my HU. I DO know that HUNDREDS of XF owners have replaced their HUs and they make it sound SO easy. But seems to me that NOTHING about these cars is easy.