If pstricks can indeed do all that we want with fancy linking and
diagrams it might be a better target than XYpic - there exist some
fairly sophisticated graphing routines for pstricks, and it would be
fun to teach Axiom to output (say) pst-3dplot TeX instead of an image
for plotting. (Although I'm not sure how well it could render some
things - experimentation would be required).
I had intended to explore this possibility with XYpic, but initially at
least it should be either XYpic or pstricks instead of both. If there
is the desire for the other later it can always be added.