PSD - Should I study Extreme Programming?

Why do you feel that the list of items you listed would be addressed on the PSD exam?  I'll admit that I have not taken that exam but none of the things you list have anything to do with Scrum or your knowledge of the framework.  They are all useful things to know when working somewhere that values the ability to be agile, but they are not specific to the Scrum framework.

If you haven't already, I suggest you look at the page here that explains the Professional Scrum Developer certification (https://www.scrum.org/professional-scrum-developer-certification).  From there follow the link to the suggested readings.  For all of the certifications I have received from scrum.org those resources provided me everything I needed to be successful. 

I believe that those items are part of the PSD learning path, and I know that the open assessment has questions about some of them.

Complimentary development practices are an important part of PSD with focus on DevOps, quality, Agile engineering practices etc. I think you have listed the key elements of XP that could fall into this category.

Other tips... 

Having technical development experience is definitely an asset.

Areas to focus on:

• Quality and Testing practices
• Development practices
• Continuous Integration/Continuous Delivery
• Metrics of code quality
• Emergent architectures

Clean Code book (by Uncle Bob) is an oldie but goodie.

Of course, practices like TDD, Continous Delivery, Pair Programming are on exam. But should I memorize roles? XP Values?  What's is important about XP to study?

Well, if it helps, I never "memorized" a darned thing about XP. I knew that it would be my understanding of Scrum rather than my memory of XP which would be tested.

So instead I queried everything I thought I knew about XP, asking: "what would this mean in Scrum? How would it help Developers to provide Done work, so empiricism can be established under volatile conditions?"