Hi
When using the option ‘The language is set from the directory’ only one XML Sitemap is generated for your different languages.
If you are using subdomains or domains you will have one XML Sitemap per subdomain or domain.
Note that in a subdomain configuration it is not possible to find the sitemaps by clicking on the ‘XML Sitemap’ Yoast’s button.
You will find the XML Sitemap:
* for your French site by going to ‘fr.yoursite.com/sitemap_index.xml’
* and for your English site by going to ‘en.yoursite.com/sitemap_index.xml’
In a domain configuration the ‘XML Sitemap’ Yoast’s button gets back only the default language sitemap. You will find your other language by going to ‘my-other-language-domain/sitemap_index.xml’.
Hope it helps you.