The best approach is to treat it as 60 unrelated games, one for each combination of results for the first throw. For each such game, each player has two strategies, keep or throw.
For each game we will write the payoff matrix, and find the mixed-strategy Nash equilibrium and the resulting value. Then the value for the entire game will be the mean of values for the 60 games.
Let us denote by a X's first throw and by b Y's throw. There are several cases:
Case 1. b > 6:
Y keeps and wins. (Value 0, Probability 40%)
Case 2. a < b <= 6:
The payoff (for X) is:
$$
\left(
\begin{array}{c|c|c|c|}
& & Y & \\
& & K & T \\
\hline \\
X & K & 0 & a/10 \\
\hline \\
& T & (7-b)/6 & 0.35\\
\end{array}
\right)
$$
Subcases:
b = 5,6:
Y keeps, X throws. Mean value (5 * 1/6 + 4 * 2/6) / 9 = 13/54, probability 9/60.
b <= 4 (so a < 4):
X throws. Y throws. Value is 0.35, probability 1/10.
Case 3. b <= a:
The payoff matrix:
$$
\left(
\begin{array}{c|c|c|c|}
& & Y & \\
& & K & T \\
\hline \\
X & K & 1 & a/10 \\
\hline \\
& T & (7-b)/6 & 0.35\\
\end{array}
\right)
$$
Subcases:
a>3:
X keeps. Y throws. Mean value (4 * 4/10 + 5 * 5/10 + 6 * 6/10)/15 = 77/150. Probability 1/4.
a<=3:
This is the interesting case which requires finding a mixed-strategy Nash equilibrium. X keeps with probability (5 (-1 + b))/(25 - 3 a + 5 b), Y keeps with probability (3 (-10 + a))/(-25 + 3 a - 5 b). Value is (60 + a (-7 + b))/(-6 a + 10 (5 + b)). There are 6 possibilities in the range b<=a<=3, their mean value is 257191/280488 and probability 1/10.
So the mean value is:
0*4/10 + 13/54*9/60 + 21/60*1/10 + 77/150*1/4 +
257191/280488*1/10 = 12249131/42073200.
X has a probability of 12249131/42073200 to win, which is roughly 29.114%.