Regarding your conversion questions, it's common to have an app that communicates with several databases, but I don't know of any architecture that would allow ACID transactions in two engines simultaneously.
As far as converting data, it all depends on what your development preferences are. I work mostly in the Ruby ecosystem, and I can tell you that I've used ActiveRecord to a Postgres database, and exported the results into a SQLite file. I'm sure it would be possible to use an XML parser like Nokogiri to convert XML into a SQLite file as well. If you prefer another major programming language, the tools likely exist to accomplish the same thing.