I used to create Reason templates that rewire every instrument (midi and audio) into Ableton. Have you consider this? It takes a little effort initially, but after two or three template iterations, you'll probably find a great setup, allowing you to take advantage of Reason's tone and internal devices and having Ableton as the sequencer. Much less messy than importing the refill sounds, which will endup dumping samples into your user library with no adequate management of those samples. Been there, done that, got mad at it, left it alone.