Basically in my setup, I have AS65501 and AS65502. AS65501 / AS65502 know all but a couple PEs from each respective AS (Provider exported some routes for Inter-AS Option C L2VPNs). Thus, I would some support of the RPF vector to alleviate some of the problems.
Apologize in advance, I have not had a chance to capture a debug of the PIM Join messages from PE to see the embedded RPF vector (if set correctly). From the debug I saw, looks like its not even attempting to send the message. https://supportforums.cisco.com/message/3392007#3392007 gave a good guide but it was IOS encentric. I've hit some issues attempting to follow IOS guides with IOS-XR configurations.
Attached is a PE in AS 65501 that has attached customer edges. Basically, it can't resolve the RPF neighbor to send the join. Any guidance to my configuration problem would be appreciated.
Cisco Reply: "We do not support origination or termination of rpf-vector in IOS-XR today, for global table (BGP-nexthop) and Inter-AS Option B case".
Thus you would need to expose the PEs addresses of ASx in ASy and vice versus for the operations to successfully work. Inter-AS Option C may be a better choice if possible, you own ASes. Option B will work with the caviant of course you would need to export those specific routes of the originating BGP peers of the SAFI.