We don't have KDE in ports currently. It was available in older releases but KDE 4 never really worked that well on MidnightBSD.
XFCE can be installed but it needs to be built from mports rather than installed via package currently.
There are some issues building within the package cluster for some ports that don't happen when building them individually. There are several causes for this, but the big one is that the dependency management has changed a lot since the package cluster software was written in 2008. I've started working on a replacement for the software but it's not far enough along to replace the existing perl code yet.
Right now I'm currently working on fixing a number of security issues in the base system.