Unless you boot directly into TWRP after flashing and allow it to modify partitions, it won't persist.
I am running into this exact same issue. MIUI 12.0.1.0Sounds like you missed the step of deleting the restore recovery script. I think it's named recovery.p in the root directory. Either that or you flashed an Android 9 rom recovery instead of Android 10
When booting to recovery, it goes to a black screen for a few seconds, reboots, then goes back to MIUI. I have tried LR TWRP, TWRP and Orangefox, all exact same issue.
Maybe we are trying to flash the android 9 recovery, rather than the android 10 one. Can you provide a link that I can test?
We aren't even getting into TWRP to be able to delete recovery.p unfortuantely.
Any help will be greatly appreciated