Great plugin - I haven't managed to find one that can grab images from absolutely everywhere, including the standard wordpress galleries and featured images.
However it wasn't forming the XML correctly - any special characters in the post url weren't being broken out in the XML. For example, I had a number of URL's that included ampersands.
If you have similar issues, try changing line 104 in udinra-all-image-sitemap.php to:
$udinra_xml .= "\t\t"."<loc>".htmlspecialchars($udinra_post_url)."</loc>"."\n";