As far as the XR4Ti is concerned, the body was stamped in Genk (Belgium) and then shipped to Karmann in Osnabruck for further assembly. The only body piece that Karman pressed in-house were the hoods which are a bit taller vs. the standard Sierra to provide enough clearance for the 2.3 turbo engine.
Ford never built any Sierras in its Cologne or Saarlouis plants. I wasn't aware that the UK even built any Sierras, at least not in the Dagenham plant. As far the UK bound Cosworth Sierras go, they all came from Belgium.
I am originally from Belgium (not too far from Genk). I guess the XR4Ti's saving grace over the "ordinary Sierra" is the fact that Karmann is a dedicated coachbuilder and therefore didn't crank the cars out as fast as a normal Ford plant would. Hence, more frame undercoating, a bit more attention to detail (as far as the body is concerned, we know about the mechanical aspect) , maybe some more human intervention, etc.
I've got both a XR4Ti (Karmann built) and Scorpio (Ford Cologne
built) and the differences are noticeable, especially underneeth