If you’re on a Windows-server do the following (I had the same problem):
Go to the section ‘Location of site map file’
Change it to ‘Manual path’
Make sure that all the ‘slashes’ are all backslashes!
Save the configuration.
For me it worked after changing the forward slash to a backslash in the path.
P.S. I’m using a translated version, so I’m not sure that I’ve named the section and options correctly.