Negative Voltage creating Sinking Terminal
First of all, RS-485 does not normally require a negative power supply. It uses a pair of balanced signals that individually swing between 0V and +5V. Only a +5V power supply is required.
But to answer your actual questions:

the GND should always be a sinking terminal, not a sourcing.

Not at all. &quot;Ground&quot; just implies a voltage reference point. It doesn't imply anything about the direction of current flow.
The negative terminal of a power supply &quot;sinks current&quot;, but whether that's tied to ground is entirely up to you.
I'm not sure what the nature of the +6V source shown in your diagram is, but it's likely that it can't sink significant current.

So, how should I generate +5V -5V sources in a proper way?
Also, it is a choice to generate a low power -5V from a +5V source?

Sure. There are plenty of DC-DC converters out there that can do exactly that. Some of them use switched-capacitor techniques for very low power circuits; others use inductor or transformer based SMPS techniques.