No one replied to my problems, so I had to solve them myself :-)
1. Reason why not all sitemap files were included into the index is same as with images (described in other topic). Script was stumbling at my '0' folder.
So it is necessary to edit approximately line 255 in /includes/classes/sitemapxml.php
while ($filename = $za_dir->read()) {
replace with
while (($filename = $za_dir->read()) !== false) {
This will handle directory reading correctly.

2. Missing domain part is restored with adding following line to the same file around line 210:
if (substr($loc,0,4)!="http") $loc = 'http://rafcamera.com' . $loc;
Not sure if CEON caused this problem, but such simple solution works fine for me.