*I would like to:
*- keep my images in different directories than the text (as in
*the first example),

I have found two non satisfactory solutions :
either
- create a symbolic link to the pstex and pstex_t in your /texts/ dir
or
- change the paths in the _t file ie:
change 
\includegraphics{core_audit.pstex}%
into
\includegraphics{../graphs/core_audit.pstex}%


*- center the XFig pictures that I succed importing (as in second example),

input \center in latex mode right before, in a figure float, for instance.

This should work for your 3rd question as well (only one file).

Included  example 4.

example4.tar.gz

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