In fact, I did not find any solution therefore I decided to upload the xml file to the root (with “activity” urls).
Surprisingly, when I requested a search from Google WMT after uploaded the xml file, It shows me that /activity/ url are blocked. That means, GWMT check robot.txt tool was right and the XML generator (xml-sitemaps.com) has something working incorrectly.
I copied that url and paste into Search Console to check if its “Allow” or “Disallow” and give me “Disallow” , so the question is… why the xlm generator got those urls?