There are good examples in https://gdal.org/frmt_sentinel2.html but you must follow them carefully. Use the name of the subdataset literally as it is reported by gdalinfo. The name does not stop into ".xml" but also something like ":10m:EPSG_32632" is included.
Subdatasets:
SUBDATASET_1_NAME=SENTINEL2_L2A:/vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/MTD_MSIL2A.xml:10m:EPSG_32632
SUBDATASET_1_DESC=Bands B2, B3, B4, B8 with 10m resolution, UTM 32N
SUBDATASET_2_NAME=SENTINEL2_L2A:/vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/MTD_MSIL2A.xml:20m:EPSG_32632
Whole gdalinfo report of one subdataset (notice that I opened the zip file directly through /vsizip/:
gdalinfo SENTINEL2_L2A:/vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/MTD_MSIL2A.xml:10m:EPSG_32632
Driver: SENTINEL2/Sentinel 2
Files: /vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/MTD_MSIL2A.xml
/vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/GRANULE/L2A_T32TPR_A013461_20180119T101331/MTD_TL.xml
/vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/GRANULE/L2A_T32TPR_A013461_20180119T101331/MTD_TL.xml
/vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/GRANULE/L2A_T32TPR_A013461_20180119T101331/MTD_TL.xml
/vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/GRANULE/L2A_T32TPR_A013461_20180119T101331/IMG_DATA/R10m/T32TPR_20180119T101331_B04_10m.jp2
/vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/GRANULE/L2A_T32TPR_A013461_20180119T101331/IMG_DATA/R10m/T32TPR_20180119T101331_B03_10m.jp2
/vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/GRANULE/L2A_T32TPR_A013461_20180119T101331/IMG_DATA/R10m/T32TPR_20180119T101331_B02_10m.jp2
/vsizip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.zip/S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE/GRANULE/L2A_T32TPR_A013461_20180119T101331/IMG_DATA/R10m/T32TPR_20180119T101331_B08_10m.jp2
Size is 10980, 10980
Coordinate System is:
PROJCRS["WGS 84 / UTM zone 32N",
BASEGEOGCRS["WGS 84",
DATUM["World Geodetic System 1984",
ELLIPSOID["WGS 84",6378137,298.257223563,
LENGTHUNIT["metre",1]]],
PRIMEM["Greenwich",0,
ANGLEUNIT["degree",0.0174532925199433]]],
CONVERSION["UTM zone 32N",
METHOD["Transverse Mercator",
ID["EPSG",9807]],
PARAMETER["Latitude of natural origin",0,
ANGLEUNIT["degree",0.0174532925199433],
ID["EPSG",8801]],
PARAMETER["Longitude of natural origin",9,
ANGLEUNIT["degree",0.0174532925199433],
ID["EPSG",8802]],
PARAMETER["Scale factor at natural origin",0.9996,
SCALEUNIT["unity",1],
ID["EPSG",8805]],
PARAMETER["False easting",500000,
LENGTHUNIT["metre",1],
ID["EPSG",8806]],
PARAMETER["False northing",0,
LENGTHUNIT["metre",1],
ID["EPSG",8807]]],
CS[Cartesian,2],
AXIS["easting",east,
ORDER[1],
LENGTHUNIT["metre",1]],
AXIS["northing",north,
ORDER[2],
LENGTHUNIT["metre",1]],
ID["EPSG",32632]]
Data axis to CRS axis mapping: 1,2
Origin = (600000.000000000000000,5100000.000000000000000)
Pixel Size = (10.000000000000000,-10.000000000000000)
Metadata:
AOT_QUANTIFICATION_VALUE=1000.0
AOT_QUANTIFICATION_VALUE_UNIT=none
AOT_RETRIEVAL_ACCURACY=0.0
BOA_QUANTIFICATION_VALUE=10000
BOA_QUANTIFICATION_VALUE_UNIT=none
CLOUD_COVERAGE_ASSESSMENT=6.267092
CLOUD_SHADOW_PERCENTAGE=6.170878
DARK_FEATURES_PERCENTAGE=17.796581
DATATAKE_1_DATATAKE_SENSING_START=2018-01-19T10:13:31.026Z
DATATAKE_1_DATATAKE_TYPE=INS-NOBS
DATATAKE_1_ID=GS2A_20180119T101331_013461_N02.06
DATATAKE_1_SENSING_ORBIT_DIRECTION=DESCENDING
DATATAKE_1_SENSING_ORBIT_NUMBER=22
DATATAKE_1_SPACECRAFT_NAME=Sentinel-2A
DEGRADED_ANC_DATA_PERCENTAGE=0.0
DEGRADED_MSI_DATA_PERCENTAGE=0
FORMAT_CORRECTNESS=PASSED
GENERAL_QUALITY=PASSED
GENERATION_TIME=2018-10-27T23:16:11Z
GEOMETRIC_QUALITY=PASSED
HIGH_PROBA_CLOUDS_PERCENTAGE=3.146809
MEDIUM_PROBA_CLOUDS_PERCENTAGE=2.172884
NODATA_PIXEL_PERCENTAGE=0.000040
NOT_VEGETATED_PERCENTAGE=18.709394
PREVIEW_GEO_INFO=Not applicable
PREVIEW_IMAGE_URL=Not applicable
PROCESSING_BASELINE=02.06
PROCESSING_LEVEL=Level-2Ap
PRODUCT_START_TIME=2018-01-19T10:13:31.026Z
PRODUCT_STOP_TIME=2018-01-19T10:13:31.026Z
PRODUCT_TYPE=S2MSI2Ap
PRODUCT_URI=S2A_MSIL2A_20180119T101331_N0206_R022_T32TPR_20180119T135441.SAFE
RADIATIVE_TRANSFER_ACCURACY=0.0
RADIOMETRIC_QUALITY=PASSED
REFLECTANCE_CONVERSION_U=1.03351843785607
SATURATED_DEFECTIVE_PIXEL_PERCENTAGE=0.000000
SENSOR_QUALITY=PASSED
SNOW_ICE_PERCENTAGE=3.474767
SPECIAL_VALUE_NODATA=0
SPECIAL_VALUE_SATURATED=65535
THIN_CIRRUS_PERCENTAGE=0.947399
UNCLASSIFIED_PERCENTAGE=21.413908
VEGETATION_PERCENTAGE=22.282921
WATER_PERCENTAGE=3.884458
WATER_VAPOUR_RETRIEVAL_ACCURACY=0.0
WVP_QUANTIFICATION_VALUE=1000.0
WVP_QUANTIFICATION_VALUE_UNIT=cm
Image Structure Metadata:
COMPRESSION=JPEG2000
Corner Coordinates:
Upper Left ( 600000.000, 5100000.000) ( 10d17'33.12"E, 46d 2'46.56"N)
Lower Left ( 600000.000, 4990200.000) ( 10d16'12.27"E, 45d 3'29.51"N)
Upper Right ( 709800.000, 5100000.000) ( 11d42'37.96"E, 46d 1'17.12"N)
Lower Right ( 709800.000, 4990200.000) ( 11d39'48.62"E, 45d 2' 3.08"N)
Center ( 654900.000, 5045100.000) ( 10d59' 2.99"E, 45d32'31.93"N)
Band 1 Block=128x128 Type=UInt16, ColorInterp=Red
Description = B4, central wavelength 665 nm
Metadata:
BANDNAME=B4
BANDWIDTH=30
BANDWIDTH_UNIT=nm
SOLAR_IRRADIANCE=1512.06
SOLAR_IRRADIANCE_UNIT=W/m2/um
WAVELENGTH=665
WAVELENGTH_UNIT=nm
Band 2 Block=128x128 Type=UInt16, ColorInterp=Green
Description = B3, central wavelength 560 nm
Metadata:
BANDNAME=B3
BANDWIDTH=35
BANDWIDTH_UNIT=nm
SOLAR_IRRADIANCE=1823.24
SOLAR_IRRADIANCE_UNIT=W/m2/um
WAVELENGTH=560
WAVELENGTH_UNIT=nm
Band 3 Block=128x128 Type=UInt16, ColorInterp=Blue
Description = B2, central wavelength 490 nm
Metadata:
BANDNAME=B2
BANDWIDTH=65
BANDWIDTH_UNIT=nm
SOLAR_IRRADIANCE=1959.72
SOLAR_IRRADIANCE_UNIT=W/m2/um
WAVELENGTH=490
WAVELENGTH_UNIT=nm
Band 4 Block=128x128 Type=UInt16, ColorInterp=Undefined
Description = B8, central wavelength 842 nm
Metadata:
BANDNAME=B8
BANDWIDTH=115
BANDWIDTH_UNIT=nm
SOLAR_IRRADIANCE=1041.63
SOLAR_IRRADIANCE_UNIT=W/m2/um
WAVELENGTH=842
WAVELENGTH_UNIT=nm