If you have your WordPress site in a subfolder the official documentation won't help you unless you know a little bit of NGINX.
Here's the snippet to make Yoast SEO plugin XML feature work with a WordPress install inside a subfolder, in the example below would be inside a /blog/ subfolder.
server {
# ... other configs ...
# Rewrites for Yoast SEO XML Sitemap
rewrite ^/blog/sitemap_index\.xml$ /blog/index.php?sitemap=1 last;
rewrite ^/blog/([^/]+?)-sitemap([0-9]+)?\.xml$ /blog/index.php?sitemap=$1&sitemap_n=$2 last;
}
Code language: PHP (php)