E. Marten

You need to use WordPress SEO by Yoast (Props to him!)
Adds “More Sitemaps” to your WordPress SEO Settings. If you are using a second WordPress-Installation in a subdirectory, you can now easily add the second Sitemap into the main one.
If you are using a second WordPress-installation in a subdirectory and want it to be fully integrated it into your main site to prevend struggeling with two or more Sitemaps in your Webmastertools, 
you can easily integrate more sitemaps into your main one. (sitemap_index.xml) 
The Plugin adds your second and third (aso) sitemap into the main sitemap and tooks care about the modification date automatically!
Thanks to Joost de Valk!

IsSiY (Include second Sitemap into Yoast) WordPress SEO Extension

Adds "More Sitemaps" to your Wordpress SEO Settings. Include differen sitemaps to your sitemap_index.xml

JS Morisset

Extends the WordPress Sitemaps XML:
Improve the WordPress sitemaps XML with article modification times, alternate language URLs, news sitemaps, images sitemaps, video sitemaps (requires WPSSO Core Premium for video details) and more.

Include Alternate Languages:
Include <a href="https://developers.google.com/search/docs/advanced/crawling/localized-versions#sitemap" rel="nofollow ugc">localized pages for Google</a> (ie. alternate language URLs) from PolyLang and WMPL.
Include Images and Videos:
Optionally include images and videos in the WordPress sitemaps XML. Note that video information requires the WPSSO Core Premium plugin for video details.
Include Post Type Archives:
Include missing post type archive pages in WordPress sitemaps (like the WooCommerce shop page and The Events Calendar events page).
Select Post Types and Taxonomies:
Optionally include or exclude post types and taxonomies from the WordPress sitemaps XML.
Exclude Noindex and Redirected URLs:
Exclude noindex and redirected posts, pages, custom post types, taxonomies (categories, tags, etc.), and user profiles pages from the WordPress sitemaps XML.
<h3>WPSSO Core Required</h3>
WPSSO WP Sitemaps XML is an add-on for the <a href="https://wordpress.org/plugins/wpsso/" rel="ugc">WPSSO Core plugin</a>, which creates extensive and complete structured data to present your content at its best for social sites and search results – no matter how URLs are shared, reshared, messaged, posted, embedded, or crawled.

WPSSO WP Sitemaps XML with News, Image, and Video Sitemap

Extend the WordPress sitemaps XML with article modification times, alternate languages, news sitemaps, image sitemaps, and video sitemaps.

IsSiY (Include second Sitemap into Yoast) WordPress SEO Extension vs WPSSO WP Sitemaps XML with News, Image, and Video Sitemap