This error message is very common when submitting your sitemap index for the first time. You will see no date under the “Last read column.” Normally, the error will disappear after Search Console has treated the sitemaps. Wait an hour and revisit your Search Console.

But if the error remains, visit your sitemap in your browser or check your news sitemap in an online XML validation tool like https://www.xml-sitemaps.com/validate-xml-sitemap.html. This may already provide you with some clues about what could be going wrong.

If there are errors reported that you do not understand or know how to fix, you can ask public support on https://wordpress.org/support/plugin/xml-sitemap-feed/.
If you’re a Google News Advanced user with an active license, get priority support on our Support Forum or Your account (after login) or create a support ticket via Priority support (provide your license key).