I recently challenged myself with using mass Xolotl Warriors to win as many campaign scenarios as possible on hard difficulty. The result was shocking:
Montezuma 3: As the first picture shows us, stables can be converted, but Xolotls are untrainable.
Montezuma 4-5: The Spanish have no stables.
Montezuma 6: Both Spanish already researched Heresy, thus conversion is impossible.
Lautaro 4: The Mapuche cannot research Redemption, but on this scenario the player can take enemy building, including stables by destroying castles. The second picture proves that the Xolotls are locked again.
El Dorado 5: Both European civs already have Heresy researched.
Arariboia 3: On the third picture you can see that the conversion itself is possible, but the Xolotls is locked again.
Arariboia 4-5: The French have Heresy.
In other words, there is no way to obtain Xolotl Warriors in all of the campaigns, except the Boiling Lake scenario by a secondary objective. Locking a reskined knight unit doesn't make much sense to me.