this type sitemap is possible for shopify.?
It’s not possible in Shopify with no apps. Furthermore, I haven’t heard a benefit to sitemaps being segmented in a way like brands.xml etc.
You can use an app like https://apps.shopify.com/generate-sitemap if you want more control over sitemap control. You can also use a built-in metafield in Shopify to exclude pages, products, and collections from being added to the sitemap and to noindex them. I explain how it my Shopify SEO guide here.