Sitemap not available when changing location of sitemap folder

We are trying to get the sitemmaps’ link not be the site’s home path (we have a cache netwrok that blocks there XML’s.
So we have added to functions.php this hook:

function filter_wpseo_sitemaps_base_url( $base ) {
    $base = '/search-sitemaps/';
    return $base;
};
add_filter( 'rank_math/sitemap/base_url', 'filter_wpseo_sitemaps_base_url', 10, 1 );

In admin it shows the updated URL for sitemaps, but the link leads to a 404 page not found.
I tried clearing cache, updating permalinks, playing with RM settings – nothing helped.
We also checked site health with plugin to see if other plugin might be the issue.

Please your help with this.

Ron