Settings and activity

Yes, this is a much needed feature!

I imagine this to be like InDesign – you can create one or multiple masters. Everything that you put on them will appear on all screens where this master is selected. In the case of XD this would mean that the interactions on this master also work everywhere the master is in use. You would probably need the ability to create different instances of one master in order to make, e.g., a navigation bar with accordion menus.
You would probably have the ability to select different options in the right menu bar when you have a whole screen selected: Make this screen a master (same principal as an overlay, only it doesn't deactivate the interactions on the "background " screen) or select a master out of a list of all your masters, including, of course, selecting no master.

There is two reasons why this is badly needed:
1. Consistency throughout all your screens – no screens will be forgotten when you update something that applies to multiple screens
2. Better usability, saving time: E.g., changing the menu bar means it will update on all screens, so you don't have to copy & paste on A LOT of screens. Also, you can see how a changed object plays out on multiple screens in a second.Yes, this is a much needed feature!