http://discussions.citrix.com/topic/360943-software-raid-mdadm-on-xenserver-65-unexpected-failure/
XenServer 6.5 do not load soft raid kernel modules on boot. (See comments by Roland Monday on this article).
My solution is:
1. Create file /etc/sysconfig/modules/raid.modules with needed modules
# echo "modprobe raid1" > /etc/sysconfig/modules/raid.modules
you can add lines for another raid level (raid0 or raid10 for example)
2. Make this file executable
# chmod +x /etc/sysconfig/modules/raid.modules
3. Reboot.
PS: I do not know will this changes survive after installing patches
読んでの通り、XS6.5は ソフトウェアRAID のKernel ModuleをBoot時に読み込まないので、
読み込んでから、mdadm --create しろという話し。