You’re on the right track with your Read XML activity. I do want to point out that the XML you supplied was missing closing brackets after your Data attribute; all of my advice down below uses the corrected XML instead of what was in the email. If you copied and pasted it, you may want to check to make sure your source is providing valid XML.

Your XPath string was “//@last_name|//@first_name|//@middle_name”, which returns all first, last and middle names. When you insert them into a multi-value field, you get a fairly messy collection of data. While it’s possible to work with a collection like that, it’s much easier to create three separate multi-value tokens: last name, first name, and middle name. Each token would have an XPath expression similar to “//@last_name”. Then you can iterate through all three tokens at the same time, using the token editor to get the value at a specified index.

Here is an example of a “For Each Value" activity, configured to iterate through the multi-value “Last Name” token, followed by “Assign Field Values”, configured to use this iteration’s last name value. I’m only working with the last name, but middle and first would work the exact same way.

This is the "For Each Value" activity, configured to run through the values in your multi-value token.

This is the configuration for “Assign Field Values”. I’m using the "First Name" and “Last Name”  tokens, but in the token editor, I edited them so that we're using the value at a specific index: the value of the “Iteration” token from the "For Each Value" activity.

Note that I’m assuming that there will always be a last, middle, and first name; if this isn’t true, there’s no guarantee that, say, the third entry in the “last name” token will correspond with the third entry in the “first name” token, and you’ll have to approach the problem a little bit differently.