Easy :
Install Ob 05 with System > Local Update. DON'T reboot !
Open Magisk > Downloads > TWRP A/B Retention Script. Install it. DON'T reboot !
Go back in Magisk app and choose install Magisk "Install to inactive Slot (After OTA)"
I was on ob 04 with twrp 3.3.1-70 and latest Magisk Canary (04.11.2019)
Install Ob 05 with System > Local Update. DON'T reboot !
Open Magisk > Downloads > TWRP A/B Retention Script. Install it. DON'T reboot !
Go back in Magisk app and choose install Magisk "Install to inactive Slot (After OTA)"
I was on ob 04 with twrp 3.3.1-70 and latest Magisk Canary (04.11.2019)