My slow/hesitant to start when warm issue has been resolved. Many thanks to all members for their wise advice and sharing past experiences.
I did order a XF fuel filter and fuel pump from RockAuto. This past Tuesday, I did swap out the old filter and pump.

After reading the service manual chapter 14, fuel system, at least 3 times, I realized that there is a check valve in the fuel filter and a check valve in the fuel pump.
Chapter 14-4 did say a quick loss, as in my case, was probably due to a defective pressure regulator in the fuel filter. I took no chances and replaced both filter and pump. Now when I turn off the engine, the pressure stays in the engine fuel rail.

Rupert

PS amazon.ca sells the XF fuel pump for $45. to $335. crazy. I guess there is one born every minute.