Lot of questions, some of them already asked in the past (but that's not a topic simple to search).

First, do you really need XML data? It can be convenient for complex, hierarchical data, but it is a bit heavy (complex / slow to parse / verbose) for simple configuration-like data.
Often, simple CSV-like data, or properties-like data (key=value) that can be read with loadStrings() and parsed with split() can be enough.

Unless you have megabytes of level data, frankly you don't have to worry about initial loading time, I guess that loading and parsing a simple data file (say less than 100 KB) can be performed in a few milliseconds on a modern computer.

Saving data on a server side is a quite different topic and, again, has been asked a few times. You need to have a server able to host some program, which can be written in PHP, Java, etc. whatever your host allows (most often than not, that's PHP...).
Then you can do requests to the server with some data, a simple GET request for low amount of data, a POST request for more complex needs. The GET request can be done with loadStrings(), actually.
How data is stored on the server is yet another topic. Again, simple data can be managed with a simple text file (beware of concurrent accesses!), a database is needed only if you have complex, relational data. But if it is handy, it is OK to use if for simple storage too... At least it will manage the concurrency for you.

Thank you so much for the in depth response that was incredibly helpful I will most certainly use a lot of what you just said for my processing programs.