1) Solution when sharing the same root directory.
NO it is possible to have several sitemap for the different websites event when you share the same root directory.
See the
www.jms2win.com/sitemap.xml and
www.faq2win.com sitemap.
They are two slaves sites with different sites map.
In our case, we are using XMap to produce the site map.
In the .htaccess, we have added a rule to redirect the sitemap.xml withthe appropriate xmap processing.
RewriteCond %{REQUEST_URI} ^/sitemap.xml
RewriteRule (.*) index.php?option=com_xmap&sitemap=1&view=xml&no_html=1#
2) Solution when deploying a slave site into a specific (root) directory
If you want to create your own XML file, I remember you that you can deploy slave site into a specific directory.
In this case, this mean that you have as many root directory as you have website.