have no worries about using alkalines in your Myo (XP???). i've used alkalines & NiMH (separately, of course) in several types of Petzl HLs w/unregulated LEDs. +1 on your suggestion of using commonly available cells when traveling - you definitely have the right idea.
--------------------------------------------------------------------------
Petzl and Li primary cells:
since OP didn't specify a Myo XP and related XP Belt version (perhaps in the link which i didn't examine???), but mentioned just "MYO", perhaps the following info is pertinent and useful:
there appears to be some confusion regarding the use of Li primary cells in Petzl HLs.
to the best of my recollection, according to Petzl, some of their HLs can use Li primary cells; some can't.
the ones that CAN are hybrid Myo's that use regulated LEDs and incandescent only Myo's & MyoLites. also, not that OP mentioned such, but for the sake of completeness, Duo's w/regulated LEDs (the older 8LED and current 14LED version) and most of their other, non-MYO/non-DUO incandescent only HLs CAN also use Li primary cells.
to put it more simply and succinctly,...
at this point, any unregulated Petzl HL with LEDs (w/the possible exception of the RXP which, i, at least, don't know if it's regulated or unregulated - so, it may NOT turn out to be an exception if it's in fact regulated) of any type CANNOT use Li primaries to power the HL.
hope this helps to clear up some of the minor confusion.