Thanks tizz I tried your suggestions but no joy I’m afraid. Very frustrating!
This is not an error. The plug in is creating a number of different sitemaps on the fly. Your SEO Consultant is wrong in the sitemap doesn’t HAVE to be called sitemap.xml. sitemap_index.xml is exactly that, an index to a variety of sitemaps that the plugin creates. You then submit some or all of these sitemaps to Google through Webmaster Tools as usual.