Everything is fine so far. No need to re-run the 02_SONAR series. The 03_Loops* and 04_Dimension* are separate installers.
Download
03_Loops_And_One_Shots.part1.exe
03_Loops_And_One_Shots.part2.exe
03_Loops_And_One_Shots.part3.exe
04_Dimension_Pro_1_5_Setup.exe
04_Dimension_Pro_1.5_Expansion_Packs.zip
then run
03_Loops_And_One_Shots.part1.exe
04_Dimension_Pro_1_5_Setup.exe
then unzip and install
04_Dimension_Pro_1.5_Expansion_Packs.zip
then apply the X3e update (see link above).