We are sorry for the delay in response and thank you for sharing the file with us. Would you mind telling us if this is happening with all the files or with this specific file? Please share the version of AI and XD installed on your machine. Are you on a windows or mac machine?
1. Copy the vector from Ai, and paste it to XD, the effect is not the same as Ai. (The middle shape's stroke is missing)
Ans-I followed your step at my end and it shows up fine on my windows machine.
2. Open same Ai file from XD, the shadow effect isn't right.:- I will investigate further on this workflow once you share the version and the OS details.