Thanks :)
I saw this solution, but I'm not too willing to open the phone. I'll keep this solution as the latest one.
I've contacted the reseller I've bought the phone from hoping they will be able to help...wait and see...
In my case, It's more difficult than that : My phone is not tied to my Mi account ! And since I can't boot it, I can't access settings to connect my phone to my Mi account ! :(
I made the same mistake : after I flashed Xiaomi.eu ROM, bootloop, then I tried to flash stock global ROM with Mi flash tool but did not see this "Clean all and lock" was ckecked ! I hope a solution will be found and shared here.