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The master thesis by J. Hartong, On problems in de Sitter spacetime physics has some detailed explanation from Eq 2.5 to 2.6. I was able to get the final answer following his notes.
Two important intermediate steps are:
$\partial_aZ=-l^{-2}(\frac{X^d(y)}{X^d(x)}X_a(x)-X_a(y))$
and
$(\partial...