Magisk 20.1 has no problem. I also use used SD card to install files.
Make sure you use TWRP_3.3.1_20191020_Hadenix-Breeze.img for A5 pro ( other area) and TWRP_3.3.1_20191020_Hadenix-Breeze_E.img ( EU version).
Make sure you do this step:
- In TWRP recovery mount system (then go to system/system/) and rename "recovery-from-boot.p" > "recovery-from-boot.p.bak"
- In recovery install Magisk 20.1
- Restart to recovery again.
May be that is the problem. I will try TWRP_3.3.1_20191020_Hadenix-Breeze.img for A5 pro
I tried it again, but when i enter the system from setting, it still say it is encrypted.
I am using ROM UMIDIGI_A5_Pro_V1.5_20191009. Which ROM are you using?
Can you list all the version so and I will try to reproduce the result.