I found the answer: load_textdomain( 'site-map', TEMPLATEPATH.'/partials/languages' ); … gives the path of the folder containing the .mo file. but the path of every individual mo file should be used in its own load_textdomain instruction :
load_textdomain('site-map', TEMPLATEPATH.'/partials/languages/site-map-fr_FR.mo');
load_textdomain('site-map', TEMPLATEPATH.'/partials/languages/site-map-en_US.mo');
load_textdomain('site-map', TEMPLATEPATH.'/partials/languages/site-map-es_ES.mo');
load_textdomain('site-map', TEMPLATEPATH.'/partials/languages/site-map-ru_RU.mo');
load_textdomain('site-map', TEMPLATEPATH.'/partials/languages/site-map-de_DE.mo');
Shame on me it is a very obvious and useless thread … Sorry!