Of course I installed the ROM. I read to fast and didn't see the difference in formatting and wiping data at first.
I guess wiping system is not possible. That's why I'm stuck without OS. Guess I'll reflash using MiFlash and install the Xiaomi.eu ROM without wiping system.
And installed the latest stable (v220.127.116.11) on my Mi Mix 2. TWRP warned me before rebooting there was no OS installed. I rebooted anyway but I am now indeed stuck at the boot screen (I waited 30 minutes).
What can I do?