Please ignore my question, I found how to do this. (See answer below for anyone else who has the same question in the future)
I am using Sage TV 4, and have enabled the Unofficial Feature Set to get Malore's menu options. I thought that one of those options is "XML show data export", but I can't make it work. I can get Malore's version of the show info screen, but how do I export it to XML file? I don't see any "export" option on that screen.
The option button needs to be pressed not when viewing the detailed show info screen, but on the page with a list of recordings. One option is to "Create shows.xml" -- this will put one xml file in the Sage directory. The other option is "Create .xml for shows" -- this will create a separate xml file for each show in the group and write it to the same directory where the shows are stored.