Power of the phone then hold all 3 buttons vol+ , vol- and power and phone will enter at twrp ..
With this twrp you need usb otg for next update and you will be fine..
EDIT
If i saw a screenshot of your commands and fails i will understand better your issue , I'm pretty sure that somewhere you made a mistake ..
My Mi 10 don't act like that ..
EDIT
If this don't work and enter to mi recovery try to open settings , go to my device and miui version to make an update through updater process , choose to install the rom and automatically will boot into twrp , you don't have to flash something , just reboot to system again and you'll be able to enter twrp by powermenu or buttons next time..