One thing that some of the tutorials do not touch on, is the .htaccess rules. Be sure those are relevant to your domain name as that will cause many issues where the front page may work, but clicking anything else (like links or the admin login) will give an error.
I have same issue. My pages don’t link to images POSTS, however my blog posts and pages include the images in them. But really there’s no link structure to where a Sitemap generator could find the Image Posts. I was hoping there was a plugin that would read the Media Gallery and include those posts in the Sitemap, that would be awesome.