If the script completes successfully, it will exit and return you to the prompt so I presume it is exiting without completing. The example script in the Xorg introduction section will work for the protocol headers, but will need to be changed for the utilities, libraries, applications, etc. This line will need to be changed for each
Additionally, you need to have the *.wget and *.md5 files one directory level higher than the directory you are building in.
Are all the tarballs being downloaded? If so, then you know the error is occurring during the build. If the error is occuring during the build, look at the log file that will be created when you execute the script.
The script will work with the way the files are organized on the server now (and for a long time). The version variable has nothing to do with the URL for the Xorg server, it is used in the filename of the *.wget and *.md5 files. And it is way more than one file from each subdirectory so use the script for sure.