Just buy Ultimate Unwrap 3D Pro and use it as a file converter . It's only 59 $ - It's a bit cumbersome and you have to get used to it but it is very effective and time saving in the long run.
You just import your FBX Mixamo model , re-apply the textures ( UV settings are/should be already in place when you download from Mixamo , just use the materials tab to re-assign them ), and export to .x
You can even download single animations of the same FBX character from Mixamo , then when you load one of them in Ulimate Unwrap 3D you can add all the others by simply adding them to the animation menu - no object re-importing.
Then you can add, remove , sort each animation at will and create a single combo-multi animation FBX file to be exported to .x
Just make sure that the exported .x works with Studio because I use this method with DBP so far.
Here is a test model obtained by using Mixamo and UU3D-Pro.
Cheers