Can't you use something like "Store output in Variable" in the Response tab of the Webservice Call activity?
I do not think you can. I believe I tried this once by changing the WSDL definition manually but I couldn't get it working. It would be nice if you could replace a large portion of the response in the WSDL with an "any" element that would return everything within the "Any" as a string to Mendix but this is not possible to my knowledge
Alternatively you could call the soap web service from Java, this is not too hard when the request is simple. Then you can return the XML response to Mendix or even process the XML within Java.
As far as I know it's only possible to save a XML from your request mapping (domain to XML) with the export XML action.