if I have no windows and lost the USB which can install xubuntu, I , I think, have to make the USB which can install xubuntu in xunbuntu.
I like to use xubuntu more positively, if you think using xubuntu more positively is not a good idea, I won't make the USB in xubuntu, and will well reserve the USB which is made in Windows.
You can download and make the xubuntu usb anywhere you like...it will make no difference to the finished product whether it is made inside of xubuntu or ubunto or linux mint or wherever.
Have I understood your approach ?....or have I missed something ?