As someone who doesn't really play these games, I looked up that Dragon Slayer flowchart and did some Wikipedia research to figure out what people are talking about in here. As I understand it:
Legend of Heroes
Legend of Heroes 1 is the sixth-ish game in the Dragon Slayer series and the start of its own subseries. It came out on TG-16.
Legend of Heroes 3, 4, and 5 were the three Legend of Heroes games that Namco released here early in the PSP lifespan.
Trails in the Sky is Legend of Heroes 6 part 1; games since Trails in the Sky use the Trails/Kiseki naming scheme instead of the Legend of Heroes naming scheme.
Trails in the Sky SC, coming ???? TBA ???? 2015 is Legend of Heroes 6 part 2
Trails of Cold Steel is Legend of Heroes (8) part 1, but they don't use the number 8 in Japan, but it's the one after Legend of Heroes 7 so I'm just going to call it 8.
They are skipping Legend of Heroes 7 because of size and licensing issues
They do intend to release Legend of Heroes 6 part 3 at some point but no ETA
Edit: There was also a spinoff of the Trails/Legend of Heroes series around the same time as Legend of Heroes 7, but that spinoff is an action RPG and not currently being localized and is not numbered.
Xanadu
Xanadu Next (The sixth game in the Xanadu series) was originally released in 2005 and is not related to Tokyo Xanadu (the seventh game in the Xanadu Series), which was recently announced for Japan and we don't have an ETA for release. Xanadu itself is the second game in the Dragon Slayer series.
Corpse Party
Corpse Party Blood Drive is a sequel to Corpse Party Book of Shadows which is a spinoffsequel of Corpse Party. Separately, there's a spinoff-sequel called Corpse Party 2U which has a humourous tone. Separately from either of these things, there's a Corpse Party 2: Dead Patient, but XSEED is not currently talking about localizing that.