DarqUI doesn't try to choose a bar for you -- your character's last XP bar when logging out should be the one that displays when you log back in. With DarqUI, the only time this does not happen is if you log out with the Guild XP bar. The window does not "know" about the Guild XP bar, so it will display one of the other bars when you log back in.
The illusion issue is long-standing, examples here
. To manually set or unset your illusions the command is
I guess the command could be stuck somewhere when logging in, or make a macro for it, but the best answer would be for the game itself to honor the setting reliably.