Sky Max getting installed, would like to use my XR500 router instead of supplied Sky Router

You'll need to get with the ISP and have them help you with installing any external router like the XR router. 

Your ISP Modem already has a built in router and wifi. This would be a double NAT (two router) condition which isn't recommended. https://kb.netgear.com/30186/What-is-Double-NAT
https://kb.netgear.com/30187/How-to-fix-issues-with-Double-NAT
Couple of options,
1. Configure the modem for transparent bridge or modem only mode. Then use the Orbi router in router mode. You'll need to contact the ISP for help and information in regards to the modem being bridged correctly.
2. If you can't bridge the modem, disable ALL wifi radios on the modem, configure the modems DMZ/ExposedHost or IP Pass-Through for the IP address the Orbi router gets from the modem. Then you can use the Orbi router in Router mode.
3. Or disable all wifi radios on the modem and connect the Orbi router to the modem, configure AP mode on the Orbi router.
https://community.netgear.com/t5/Orbi-WIFI-6-AX-AND-Wi-Fi-6E-AXE/Procedure-for-Factory-reset-of-RBS850/m-p/2367505/highlight/true#M53985
https://kb.netgear.com/31218/How-do-I-configure-my-Orbi-router-to-act-as-an-access-point and https://www.youtube.com/watch?v=H7LOcJ8GdDo&app=desktop
Try option #2 first...