I just went to check on my virgin El CAP , FCPX 10.3.3 install and I can directly export a master file set to XDcam EX.
Most Broadcast XDcam cameras use a high quality flavor of MPEG2 codec. XDCAM EX format, HQ mode* : 8-bit / MPEG-2 Main Profile at High Level, Inter- frame Long-GOP / 35 Mbits/sec
The .gfx is a 3D file format so I guess this could be an error ...
Finally it seems you can meet the specs directly from FCPX sharing a .mov master file , you might have to be at the right frame rate (29.97) to have the setting available.