Without knowing much about php, I think I have managed to narrow down the problem to date format with custom taxonomies.
To sort out the issue (which worked for me), the following lines should be edited in wordpress-seo/inc/class-sitemaps.php file:
Line 249 and 250, which currently read:
if ( $query->have_posts() )
$date = $query->posts[0]->post_modified_gmt;Should be changed to:
if ( $query->have_posts() ) {
$date = $query->posts[0]->post_modified_gmt;
$date = date( 'c', strtotime( $date ));
}This puts the date in correct format. As I said, it worked for me.
Bare in mind that I am not a programmer, but just a man with a lot of persistence. I'm not sure how the above edit affects the rest of the file - it shouldn't affect it adversely.
Good luck!