I have several existing custom sitemap xml files, and I'd like to know which add_filter to use to add those custom sitemaps to the existing https://www.example.com/wp-sitemap.xml page.
I would start with
wp_sitemap_init, whose documentation states
Additional sitemaps should be registered on this hook.
Note that you'll have to be running WordPress 5.5.0 or up for this hook to be available.