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Yes I agree that I am probably over complicating and I am pretty sure we are intended to highlight 5 plus 4.
But I can’t see a reason why highlighting 5 Xs and any number of Ys up to four should be marked as incorrect.

Sure, I get your point

Goodness, you folks are all doing my head in. I assumed that the message gave precedence to those implied by the first word of the message rather than the last and I applied that to my submitted solution. I hope I'm not wrong!

I think you may be, but there is a grey area. Does the (4,4) in the message mean “rather than” or does it mean “5-4”, resolved by the central square? It’s worth pondering how you might have constructed the (4,4) to make it clear you meant the first. Not obvious. “Avoid all”? And whether the point was to show that you identified both groups but chose the first. I imagine this is candledave’s point

I dont submit but I'm in the 5,0 camp. If they wanted 5,4 I would have thought they would have swapped the first two words of the message. I'm interpreting the middle two words as 'rather than'.

But I could be wrong ..

I lean towards 5,4 being the intended correct answer but I hope the markers will be generous in view of the ambiguity.
The title of the puzzle is fives not five suggesting to me that both sets are important. If only X needed highlighting then it is feasible that people could miss seeing Y completely (as I did initially) and still submit a correct grid.
More often than not the preamble will indicate the number of cells to be highlighted and that would have been helpful here. I wonder if this information has been omitted in order to let people fall into the trap of missing the second group.
Lastly I don’t think more than means rather than in normal use despite the second adverb definition in the BRB.

You could well be right smithsax, it's far from obvious.

I disagree with your last point:

'Out of the two, I think I would like to go to Paris more than Madrid.'

Having said that, if I was submitting now I'd highlight 5,4. Harder to see how they could mark that wrong.

Re 33A:
I'm in kindred2's original position---can't find the word in Chambers. Have I mis-parsed?
Re 38A:
Where does the second letter in the answer come from please?

33a is jumbled. The unjumbled answer is in Chambers.

38a - the first four letters go together in the wordplay.