This is temporarily solution, maybe I will move this into canonical plugin or separate plugin. But not so soon, so if you don't want to add news manually...
There is missing import option for news categories and news in gsitemap plugin.
e_gsitemap.php needs to be added to news plugin.
But because this site already use canonical urls, I added support for them too.
You need to download file e_gsitemap.php and put it to news folder. Than rescan plugin directory.
You will see something like this in gsitemap import option:
Canonical News - if you have set canonical url used.
Be aware that this plugin select unique urls by name (title)! So if your canonical url has different title than original news, you will have link there twice.
(In my case I ignore News in import).
Inserted canonical urls are absolute (not intention, just result):
EDIT: so absolute urls are important. It added // after SITEURL . Fixed now 12:08.