I will be updating to X3 and would like to retain the use of V-Vocal, which I understand is not included in X3.
 
I bought X2, but have not installed it.  I have been using X1.  Do I need to install X2 first in order to have V-Vocal in X3, rather than just going directly from X1 to X3? 
 
Thanks in advance.

V-Vocal is part of X1, so you already have access to it and will do once you've installed X3.
 
Do NOT remove X1!!!
 
You might want to do an advanced install of X2 to make sure you've got R-Mix available in X3
 
I'd get X3 up & running first.

Use the Advanced.. install mode of X2 to ensure that you have installed the latest versions of V-Vocal and R-Mix, and they will work perfectly in X3.
 
No need to install all of X2. But I recommend the latest versions of the Roland-sourced plugins.