Google Does Not Support Nested XML Sitemap Index Files
https://www.seroundtable.comIf you have a particularly large site and you have a sitemap file to reference other sitemap files using multiple tags then Google says they will not be processed. Just to avoid confusion when you have multiple XML sitemaps files in an index file with one sitemapindex tag like so that should be ok but if you have multiple sitemapindex tags like this then you might have problem Google processing it.