Thanks, BlecKent and Quantumbox!
I managed to flash xiaomi.eu rom on my colleague's Mi4s (I have a Mi5) with the TWRP mentioned by BlecKent which I found on this forum, but it was in Chinese and I did it blindly by instinct, besides I had to boot into TWRP recovery manually thru ADB terminal. Anyhow, the xiaomi.eu rom 6.6.23 was successfully flashed and works smoothly, but I still cannot enter into TWRP recovery mode with Vol+ and Power buttons. That is why I asked if anyone has tried this modified TWRP.