There is precedent in the sexp system for xstr specific sexps with modify-variable-xstr, tech-add-intel-xstr, tech-remove-intel-xstr, etc. This adds hud-set-xstr, a version of hud-set-text, allowing to assign a string and id to a hud gauge while also performing key token and variable translation.

I also took the liberty of adding key token translation to hud-set-message because it really probably should be, but I'm not hard set on that... but I think anyone using $alt-j$ in their message text probably really expects that to be translated to the bound key.