I do recall (& used) an unofficial SP5 for Windows 2000 a few years back, however I verified the source of the update pack prior to installing & scanned with several AV/AM apps before installing, plus ran a backup. There was originally going to be a SP5 for W2K released to the public, however XP was rising fast, MS wanted it's users on the OS (just as with 8.1 now). So SP5 that would have included most all post SP4 updates/hotfixes was never released by MS.
That unofficial SP5 (or portions of it) was compiled by MS engineers, but allow me to state, for the record, there was no support from Microsoft for these packs, even though the OS was still supported at the time. None whatsoever. If such a pack is released for XP, the same rule will apply. To be honest, since I strongly doubt that MS ever considered an SP4 for XP, there won't be a source to compile from.
Having stated this, I won't post any links, not that everyone would be in a scramble to get it anyway, it's that I feel that it would be improper on my part to do so.
The computing field had broadened so much since 98. Great question though.