There was a problem writing your sitemap file. Make sure the file exists and is

I’m having trouble getting my sitemap setup.

I’m finding the following error: There was a problem writing your sitemap file. Make sure the file exists and is writable

I’ve gone in and created the two files and set the correct permissions but it’s still having difficulty.

Could it be because I have my url setup with an a record, and thus, my sites files are sat on a different domain?

https://www.ads-software.com/plugins/google-sitemap-generator/