When you buy projectors for retrofitting, you usually go for projectors which were once used with HID globes. You wouldn't go out and buy r32 projectors for example and put HID globes in them. That's just stupid. Just buy projectors which were already built/designed to take HID globes.
When you buy projectors, use whatever globes that were designed for them. For example, if you purchased r32 projectors (not made/designed for HID globes), you will use what they normally take. Either a H3C or H1 HALOGEN globes.
Bi-xenon as far as I know is the globe which is designed to suit the projectors. You can't just go out and buy bi-xenon globes and throw them in your ordinary low beam projectors/reflectors and expect them to work properly if at all.
The auto-leveling thing is no point in my opinion. Either way, retrofitting is an ILLEGAL modification.
Xenon is just the gas in the globes. You can get halogen globes which have xenon in them. It just has xenon in the globes because they make the globe have a longer life (last longer). The HID kits which you see for sale which have H3 or H1 for example are the kits you want to stay away from. They're made to be put into reflector housings and projector housings which weren't designed for HIDs.
And as for the r34 lights in the r33, I honestly don't think that'll work. You'll need the r34's reflectors to work properly.
Feel free to correct me if any information I gave is incorrect.