You need to connect the XSR via ppm, so the green wire goes to pin 1 on the naze 32.
Then in cleanflight you just need to set your receiver to be ppm.
Then to use osd, you can connect t that to UART 2 on pins 3 and 4, there are some details on our naze32 guide - Naze 32 Revision 6 Flight Controller Guide