Whilst it might be possible to create a new Exchange station, getting it connected to anywhere else would be difficult, unless they built a very expensive tunnel under parts of Liverpool.
As far as I can tell you need one diveunder to get to wigan and HS2.
There is now no space to reinstate 4 tracks at Sandhills
There appears to be room for at least one extra line, especially since I think that platform is wider than the regulation minimum width for an island platform in the regulations for new construction.
and mixing a high speed line with Merseyrail Electric services to Kirkby would mean slow journey times.
As far as I can tell you could manage an entirely isolated HS2 connection, albeit single line with maybe only one diveunder depending on where you take the intermediate route.
My route would be follows:
1. You head north past the Northern Line tunnel portal with the station approach lines collapsing to one track, you want to end up on the eastern side of the Merseyrail lines as this simplifies things later on.
2. You then end up on the viaduct that leads to Sandhill station (after the merseyrail lines are slewed onto the eastern side of the viaduct) which seems to be wide enough for 4 tracks, so you could double this section if you really wanted although I will assume in my capacity calculations that this is left single.
(If doubled this would primarily provide a place for trains to wait if the station is full or possibly for the stabling of stock if this is required).
3. We now reach Sandhills.
It appears that the platform is enormous, almost 9m wide at its widest point.... whereas the Railway Group Standards (from their website) indicate that the minimum width for a platform on a line with speeds <165km/h is only 4m.
So reconstruction of the station platform would allow for ample space for a single track to pass, even including a noise barrier between the Merseyrail lines and the High Speed track to the east of it.
4. Folowing North from Sandhills we bear east staying with the line towards Kirkdale, there appears to be space here for two tracks but as these sorts of spaces are often used for the placement of equipment and road access we shall restrict ourselves to a single track.
Passing east of the platforms at Kirkdale station and into one of the disused tunnels which I presume could be increased in clearance at fairly reasonable cost (by railway standards) since it most certainly is not on an active railway line.
Regardless it is relatively short.
I am unable to determine if there is a continuous tunnel on the disused line or if they reemerge at the Skylight but it would not appear to make significant amounts of difference to the cost of the project. (Since you could build a big wall between the Merseyrail and high speed lines to make the skylight a non railway site as well).
5. We then approach walton, where the diveunder comes in:
We will dive under the Kirkby line and Walton station's small carpark and appear on the eastern side of the Merseyrail line to Ormskirk.
6. Approaching Orrell Park we have a bit more of a problem:
There appears to be insufficient space to scrape another line through the station, and I propose the following:
Demolish the southbound platform and rebuild it as a one-faced island further up the line (shifting it North seems the more practical), potentially with both lines slewed to the west if insufficent space exists inside the railway boundary to allow it otherwise.
7. You then proceed north with a single line, still on the eastern side of the Merseyrail tracks, which will unfortunately require the reconstruction of some overbridges (although it sort of looks like there were other lines before perhaps this can be avoided).
8. Now approaching Aintree, you will convert the north bound platform into an island with a new face on its western side, with the Merseyrail lines slewed over into it, using what appears to be the alignment of a current siding/loop line.
The current southbound platform would be demolished and the High Speed line would run where its line/platform face is now, the existing footbridge could continue to serve as the bridge to the combined platforms on the newly instated island.
9. And we now approach our final challenge: the Station at Old Roan.
I would propose a similar solution to Orrell Park, with the southbound platform shifted south, with the low speed of the Merseyrail lines (and that all trains are all shacks) allowing for some fairly drastic slewing to make room through the station.
10. Crossing over the main road and passing the Asda we now bear east away from the Merseyrail line and pass between Maghul and Melling, heading out of open country towards Wigan and our rendevous with HS2.
The single track line between the breakaway at Asda and the Moorfields High Level (to emphasise the interchange?) station is approximately 7700m.
Since the high speed alignment could be made fairly straight you could set the speed limit to 230km/h (which is the maximum speed for the swingnose crossings used in the HS2 design assumptions).
A Cl395 could transit the single line section from a standing start (assuming it has the road to Wigan) in approximately 3 minutes reaching a speed of ~ 215km/h. Even though a normal HSR set will be slower of the mark it will likely catch up thanks to its far higher power rating when the test is 0-230km/h as it is here so I think the figure is defensible.
Adding another minute for padding that means the northbound path is 4 minutes. The southbound path would probably take ~5 minutes, leaving us with a 9 minute "cycle time".
That allows ~6 paths per hour, and leaving one free for recovery would allow five pairs of services per hour to operate over the branch, which is more than necessary.
Pathing trains in 2 minutes apart would allow 4 "cycles" to operate, allowing eight services in each direction each hour (if you only flighted trains in pairs).
That is enough to saturate any reasonable demand.
All it took was the reconstruction of the Platforms at Sandhill, new platforms (with the old platforms demolished) at Orrel Park, Aintree and Old Roan, a diveunder under railway land/lines at Walton and a lot of slewing of Merseyrail lines.
While not cheap it is hardly a bank breaking option, especially considering that after this section you only have ~20km of greenfield track over fairly easy terrain to build to reach HS2 somewhere south of Wigan.
Single lines may be an anethema to many around here but with high speed routes they can be made to work.
Actually, an overhead deck at LS would be more buildable. Gradient easier. Might even get 400m in then!
)
Mind you we could always explore the possibility a track over the mersey by means of a huge flyover from Lime Street! 
