I have installed another xml sitemap generator and it works fine, so its 100% yoast and yes everything is activated.
If you have purchased SEO Premium you would need to contact Yoast support directly at support@yoast.com for assistance as this forum is reserved for support of the free version of Yoast SEO.
Related to the sitemap, it’s probably because permalinks don’t contain your site URL and sitemap’s code detects them as “external URLs” (and they aren’t included into sitemaps). Other possibilities are that all URLs are marked as noindexed or canonicals are set for all URLs (probably pretty rare case).
@b2nmusic we are sorry to hear that you’re having trouble with our plugin. As @stodorovic mentioned, if you’re having trouble with Yoast SEO Premium, please do feel free to send us an email directly at support@yoast.com email address and we’d be happy to address the issue over there.
We are going ahead and marking this issue as resolved due to inactivity. If you require any further assistance please create a new issue.