Have you flashed the OTA via TWRP for the past updates as well? I didn't realize we could flash that way
I thought the same that you could only sideload an ota update with a computer, but I confirmed by doing it myself that you can either download the ota update to your phone or add it to your phone from a pc and place the zip file in downloads then go to Twrp recovery and select install and flash the ota zip then do not reboot and hit home page and go back to install and flash the Twrp zip again to replace the stock recovery that the ota update flashed. You can also do this with custom roms to flash the ota update you just have additional steps but you can do all this and not lose your user data.
Here is what I did to update my Pure Nexus custom rom.
First off go to recovery and select reboot just to see if you are on partition A or B, then you have to I believe, sideload the ota update ( do not reboot system ) then go back to home screen and install then flash your Twrp zip again, then reboot recovery and install the PN zip, then flash the Twrp zip again then reboot Twrp recovery again and once again see which partition you are on, if your on the opposite partition which flashing the ota is suppose to flash to the opposite partition also flashing PN switches your partition. So basically I did all this then booted and needed to flash the vendor so I went back to Twrp recovery and flashed the vendor image then I switched partitions and did this all again.
I did this on both A & B so I have PN on both partitions and both updated for Feb security update. Now I believe your settings will still show as the Jan 5th update until Beans updates his rom to add the Feb security update, so you may want to wait or you can just dirty flash the PN update when it comes out.
Yeah its confusing lol.