Nowadays you have to unmount Data and mount vendor (just in case for Vendor) before flashing Magisk. Mounting data does not let Magisk install via TWRP. Follow the this process, same install process with the Mi Note 10, and assuming the Mi note 10 Lite. The reason why is because of encryption.
Update: 5/16/2020
1) Flash lastest TWRP unofficial 3.31-4 mauronofrio using Command prompt using the - fastboot flash recovery [XXXX].img. Note: it's easier to just rename the recover image to "twrp"
2) Then - fastboot boot [XXXX].img to reboot into TWRP recovery.
3) In my experience for thr Mi Note 10 that is, the reboot to RECOVERY did not happened, so instead i pressed - volume up and power button at the same time for thr phone to reboot until you see the boot splash screen, hold the two buttons for another 3 seconds ... and then let go of power button and then TWRP recovery will show up.
4) Ok...so first things first... flash the VBMETA PATCHER like the OP says on first page --> that way you don't lose TWRP after flashing the Rom and MAGISK. After install, reboot to RECOVERY. ***This is only if OP asks to flash VBMETA PATCHER, otherwise skip to Step 5***
5) Now....go to FORMAT DATA (Warning: DON'T use advanced wipe)... Instead, go to the FORMAT DATA, type in yes and press ok. Then go back to main menu, and reboot to RECOVERY again.
6) Now you can access your internel memory when connecting to USB... You can import the two neccesary files --> Xiaomi.EU and MAGISK 20.4. Now Flash the Rom and when flash MAGISK, make sure you unmount DATA and mount VENDOR to avoid flash error. After unticking DATA, you can now install Magisk.
7) Now you can go to REBOOT, and press SYSTEM, and the phone will boot to Xiaomi EU 11 or 12, etc. just follow this process and enjoy your ROM. ?
Note: When updating, flash EU rom and Magisk, dont forget to unmount Data when flashing Magisk. You can probably disable decryption because that is why you can't mount Data when flashing Magisk. **Just don't ask me about it because I normally don't flash Disable Decyption often.