Generate XML Sitemap for Blog on Magento Platform

Each one creates an HTML sitemap of the Magento store without any reference to blog or posts whatsoever.

I think you are misunderstanding what is happening here. XML plugins for WP would not go and create arbitrary HTML sitemap. That’s just not what they are meant to do.

Since you have two different things in play here I tried to figure out what is what, using a basic check of looking at body tag:

  • for www.rissyroos.com/blog/ it is <body class=" wordpress-index-index is-blog">. This doesn’t look like normal WordPress tag, but I suppose it does confirm that this is a WP–driven page.
  • for www.rissyroos.com/blog/sitemap_index.xml it is <body class=" amseohtmlsitemap-index-index">. No mention of WordPress in sight.

My educated guess that however your WP is integrated into Magento site simply interferes with its full functionality, especially that falls under rewrite and custom URLs.