Liquibase and several schemas best practices

I am using Liquibase on DB with several schemas. Those schemas has foreign keys to each other.

What is a best practise for such use case with Liquibase?

Currently migration files are separated in folders by schema. Each schema has its own changeset-master.xml. 

In this case I loose ability to create schema from scratch. Creating FK to other schemas should be preconditioned “CONTINUE” to columnExists and created on second run.

Is it better to have one big changeset-master.xml for the whole DB? In this case, where to place tables databasechangelog and databasechangeloglock?