To flash a custom rom, you must unlock bootloader. Also, you need TWRP to flash to both slots, as there is no way to flash the rom with stock recovery. You can't install TWRP without unlocking bootloader.
So, you need to unlock bootloader, then boot into TWRP from fastboot using TWRP.img, not installer. Once you booted TWRP, immediately flash OOS 10 and TWRP installer. Then reboot into TWRP and flash OOS 10 and TWRP installer again.
After that flash Jaguar + TWRP installer, then, if you want Gapps, reboot into TWRP again and flash Gapps.