Firstly, I'd suggest the instructions could be a little clearer on how the sitemap page is actually created:
I'd already created a page for my sitemap before going in search of a plugin and settling on yours. I entered the details of the already existing sitemap page into the WP HTML Sitemap Administration fields.
I now gather from the "Title or Slug Conflicts" section that I perhaps should let the plugin create the page, rather than create it myself (still not totally clear on this though).
Anyway, I got the shortcode problem that somebody else has seen - the page just displaying the shortcode in the content area.
I deleted the page and emptied the trash, then deleted the sitemap from the WP HTML Sitemap Administration page.
I tried to start again by putting the page title and slug into the WP HTML Sitemap Administration page. This doesn't work, the sitemap page showed up as empty. I noticed that the page ID of my original sitemap page was still showing on the WP HTML Sitemap Administration page (no amount of changing the page title or slug will change the ID that displays).
Now I get a 404 for the sitemap page. Changing the page title and/or slug doesn't help. (I'm clicking "save settings" then "update sitemap" every time I make a change.) The original page ID of the deleted page still shows in WP HTML Sitemap Administration.
If I delete the plugin altogether, then reinstall it, will it reset fully and allow me to start again? Or do I have to delete the tables it created in the database?