1) Config (Log como usuário com
CREATE ANY DIRECTORY
privilégios) create or replace directory YOUR_DIR_NAME as '/path/../';
grant read, write on directory YOUR_DIR_NAME to your_schema;
2) Converta xml para clob e salve-o.
declare
v_xml_clob clob;
begin
select xmlserialize(document xmlelement("a", 'lalal') as clob) into v_xml_clob from dual;
Dbms_xslprocessor.CLOB2FILE(cl => x_xml_clob, flocation => 'YOUR_DIR_NAME', fname => 'somename.xml');
end;