Starting with Xcode 10, XCLOC is the new format for project localization.
The Xcode Localization Catalog is designed to provide additional contextual information for translators.
It also provides support for a wide range of Localization Resources like .strings (.stringsdict), images, markdown, and others.
It is built on top of the XLIFF format and still uses it for storing localized strings.
Localization Resources are stored in the Localized Contents directory inside the Catalog.
Lokalise offers support only for text resources exported as XLIFF files.
Generating
You can generate an XCLOC file by selecting your project in Xcode and running Editor -> Export for localization... action.
Importing
In order to import a newly exported localization, you need to open your Localized Contents directory inside your Localization Catalog (XCLOC) and select the generated XLIFF file.
Exporting
When exporting the translation from Lokalise select Apple XLIFF (.xliff) format.
You can import generated XLIFF files into the Xcode project the same way you would import a Localization Catalog.
Resources
Apple XLIFF (.xliff) support details.
Internalization resources by Apple.
New Localization Workflows in Xcode 10 from WWDC 2018.