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Ideally yes, you would have a separate XML Sitemap file and Google Search Console profile, as well as a separate (and combined) Google Analytics view for each of the thousands of subdomains. If that is not possible, at the very least you should have a sitemap that includes every indexable page on the primary site, as well as an XML sitemap on each subdomain, which is linked to in that subdomain's own Robots.txt file. According to the XML sitemaps protocol, XML sitemap files can not contain URLs from different domains. This includes subdomains. You have to keep all URLs to a single domain per XML sitemap. See sitemaps explained for more info. As for the Title Tag thing, I don't see why you couldn't have a street name AND city -- or neighborhood and city -- so that they would all be unique, while still including the city.