How will 301 redirects come in play here?
meaning everything will be "normal":
example.com/sitemap_index.xml will be an index file pointing to:
example.com/sitemap_cat1.xml, example.com/sitemap_cat2.xml etc...
but example.com/sitemap_index.xml will have a 301 to media.example.com/folder1/folder2/sitemap_index.xml
and example.com/sitemap_cat1.xml will have a 301 to media.example.com/folder1/folder2/itemap_cat1.xml etc..
And example.com/robots.txt will have:
Does this comply with the protocol?