I think I found the solution...
I'm doing it just the way you describe it but with midi files instead.
On each song for the show I created a midi region as long as the song, export it as a midi file, open up the LIVE Set import the midi file with its tempo map and boom it lands on the correct tempo and signature set and it doesn't erase the other sets. It also lands where I want it on the time line which is very good.