Hi,
this has been added in the latest version of the MultiLocations add-on.
It hooks in Yoast sitemaps.
All locations index pages grabbed in main index http://www.siteurl.com/sitemap_index.xml
This generates full location links page – gd_location_full-sitemap.xml OR gd_location_full-sitemap1.xml, gd_location_full-sitemap2.xml …
This generates country/region location links page – gd_location_country_region-sitemap.xml OR gd_location_country_region-sitemap1.xml, gd_location_country_region-sitemap2.xml …
This generates country location links page – gd_location_country-sitemap.xml OR gd_location_country-sitemap1.xml, gd_location_country-sitemap2.xml …
It also reflects hide country/region settings from location settings.
Categories/tags/location pages are indexed as well.
Thanks