Your goal is to get from Lilypond to Sibelius. MusicXML is an intermediary step.
I have had success by using an elaborate (and expensive) workaround: Take PDF scores created by Lilypond, or any other engraving program, and run them through music optical character recognition (OCR) using the commercial program Neuratron PhotoScore Ultimate. The output from PhotoScore is then sent to Sibelius, where you can edit it further.
PhotoScore Ultimate costs US $250.
(PhotoScore can output MusicXML, and Sibelius can input and output MusicXML, but with PhotoScore you can output directly to Sibelius, which works better. In this workflow, MusicXML is an optional extra step.)
The PhotoScore process is never perfect, and anything done with PhotoScore will require careful editing to correct inaccuracies in reading the images. One needs to develop some skill in using the process, finding the errors, and correcting them. I have been doing this for years and I am good at it. But first-time users of PhotoScore tend to be disappointed because they have unreasonable expectations about how it works.
I say it is worth a try. But it costs money, and it will only be worth your while if you have a lot of scores to convert on a regular basis.
Sibelius comes bundled with a "lite" version of PhotoScore which is limited in its capabilities and can only scan simple scores. But you can try it out on what you have and see if you can get the hang of it. Then you can buy PhotoScore Ultimate for US $250 if you think it is worth it.
PhotoScore can use OCR to scan any printed paper score which has been put on a scanner and made into a bitmapped PDF (with variable results depending on the quality of the engraving and the quality of the scanned image). It can also work with a PDF which was generated directly from a music scoring program without going through paper and scanning (often with very good results).
There is a competing product called PDFtoMusic Pro made by Myriad Software which can only handle the latter case -- a PDF made directly from a music scoring program without going through paper and scanning. It cannot process bitmaps. Its output is MusicXML, and it has no features integrating it with Sibelius per se. I have owned PDFtoMusicPro for several years, through several updates, and I must say that it has always been inferior to PhotoScore Ultimate. PDFtoMusic Pro does a very poor job at what it is designed to do, and produces a great deal of errors and baffling glitches. I have never found a single score that PDFtoMusic Pro could handle anywhere near as well as PhotoScore could. I would not waste my time with PDFtoMusic Pro if I were you. I regret having paid US $200 for it.