Thanks a lot for your answer.
What I would like to do is to keep all client in sleep mode and only when the MIDI device requests the transmission of a message, wake up the client and send the message to the coordinator, that, with the help of the MCU, will handle the management of all messages from clients.
So my question is: in your experience, using one of the two above-mentioned sleeping mode, is it possible and convenient to proceed in this way or are there much better design solutions?
For the power supply my goal it is precisely to use the batteries for various clients. In this regard, I tried to figure out what is the best choice in terms of battery life since the devices may also remain in function for two hours or more (at the time I could not make an estimate of how much each client will remain in sleep mode or in transmission mode in this period of time, but I would say a 35% transmission and 65% sleep might be fine as an initial hypothesis). At the following link there are the results of some tests with different types of battery, but, since I'm a novice in Xbee, if someone with more experience has any suggestions they would be very useful.
Thank you again for the very useful support.