Custom URLs is a bit of a misnomer - it determines the root URL (incl. path) for the site but you can only have one of those.
There are 2 options to implement this:
Add a page (Visualforce or Lightning) and associate with a Site. The Name of the page determines the resulting URL. For example, if the Name of your page is pageone, then https://mysite.secure....
One viable solution is to use visualforce page to deleiver the content as text/xml.
Here is a simple vf to show the use case
<apex:page contentType="text/xml#test.xml" showHeader="false" sidebar="false" cache="false">
<?xml version="1.0" encoding="UTF-8" ?>