A sitemap is designed to be a static map of existing pages to direct a robot. It's not valuable for seeing things that aren't there in the way that it isn't going to call out something that doesn't exist and then say "Oh, don't look at that".
You don't need to specifically indicate that pages are gone, you just need to take 2 steps:
- Make sure that those removed URLs are not in the sitemap. This requires you to generate a new one after each round of deletions.
- Check that your 301 redirects are in place and correct. I use Screaming Frog to crawl the entire site and turn up any pages that are 404'd (this also calls out internal links pointing to them).