All this generation script can be a bit more simple if using temporary tables or variables by type table. This can make more simple process of writing long query for XML explicit.
Instead of this all what You need is to declare table with all necessary fields and made them nullable. After this instead of all UNION's all what You need is to write simple inserts in this table.

declare @tmpxml table (
  tag int
, parent int null
, feed1 nvarchar(max) null
, feed1xmlns nvarchar(max) null
, feed1idelement nvarchar(max) null
, feed1updelement nvarchar(max) null
, title2 nvarchar(max) null
, title2type nvarchar(max) null
)

insert into @tmpxml (tag, feed1xmlns, feed1idelement, feed1updelement)
select 1, 'http://www.w3.org/2005/Atom', id, CONVERT(nvarchar,updated,127) + 'Z'
from feed

insert into @tmpxml (tag, parent, title2, title2type)
select 2, 1, title, 'html'
from feed

select
  tag
, parent
, [feed!1!] = feed1
, [feed!1!xmlns] = feed1xmlns
, [feed!1!id!element] = feed1idelement
, [feed!1!updated!element] = feed1updelement
, [title!2!] = title2
, [title!2!type] = title2type
from @tmpxml
order by tag, parent
for xml explicit

In this small sample it can be confusing, but You don't need to add all nulls in the all UNION sections. And in more longest queries it can help to find errors more fast. Among this, when You decided to add more information to Your result XML, all what You need to do is to add necessary columns to the table declaration, needed inserts in the each place where You want and select with correspondent names in the end of Your code. You don't need to start finding all needed places for NULLs in all Your long query.

If we will add needed data for the step 4, script will be the following (changes are underlined):

declare @tmpxml table (
  tag int
, parent int null
, feed1 nvarchar(max) null
, feed1xmlns nvarchar(max) null
, feed1idelement nvarchar(max) null
, feed1updelement nvarchar(max) null
, title2 nvarchar(max) null
, title2type nvarchar(max) null
, subtitle3 nvarchar(max) null
, subtitle3type nvarchar(max) null)

insert into @tmpxml (tag, feed1xmlns, feed1idelement, feed1updelement)
select 1, 'http://www.w3.org/2005/Atom', id, CONVERT(nvarchar,updated,127) + 'Z'
from feed

insert into @tmpxml (tag, parent, title2, title2type)
select 2, 1, title, 'html'
from feed

insert into @tmpxml (tag, parent, subtitle3, subtitle3type)
select 3, 1, subtitle, 'html'
from feed

select
  tag
, parent
, [feed!1!] = feed1
, [feed!1!xmlns] = feed1xmlns
, [feed!1!id!element] = feed1idelement
, [feed!1!updated!element] = feed1updelement
, [title!2!] = title2
, [title!2!type] = title2type
, [subtitle!3!] = subtitle3
, [subtitle!3!Type] = subtitle3type
from @tmpxml
order by tag, parent
for xml explicit