Google does not support nested sitemap index files

#1
One of the SEOs inquired on Twitter if Google supports sitemap nested index files.

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He wrote that the existing Sitemap index files on the site in question are dynamically generated with multiple categories (growing), so submitting each of them became quite a time consuming task. The analyst suggested that having an index for index sitemaps would allow Google to automatically find new categories (some of which contain tens of millions of pages), and would make it possible to avoid submitting index files for sitemaps for each new category.

However, as it turned out, nested sitemap index files are not supported by Google. This was stated by search employee John Mueller.

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Therefore, you can only create individual Sitemap index files and submit them.

You can read more about such files in the Google manual.