Hi StudioZ2, I suggest you to disable the Yoast Seo Sitemap using instead BWP Sitemap. The Yoast rules are for his own sitemaps,
for BWP you’ve to use:
rewrite ^/sitemapindex\.xml$ /index.php?sitemap=1 last;
or
rewrite ^/sitemapindex\.xml$ /index.php?sitemap=$1 last;
as suggested from the author,
and for the submaps i suggest to add:
rewrite ^/([^/]+?)_part([0-9]+)?\.xml$ /index.php?sitemap=$1&sitemap_n=$2 last;
rewrite ^/([^/]+?)\.xml$ /index.php?sitemap=$1 last;
But for an optimal work you can try once only with:
rewrite ^/sitemapindex\.xml$ /index.php?sitemap=1 last;
or
rewrite ^/sitemapindex\.xml$ /index.php?sitemap=$1 last;
and if you have problems with the submaps proceed adding the other two rules.
Obviously restart or reload nginx service and flush the wp rewrite rules before all.
Let me know how does it works ??