NEVER EVER lock bootloader after flashing custom ROM!
Lock bootloader only after flashing Pure Stock ROM for Mi A2
Also if you want to install ROM other than miui first flash Mi A2 Stock ROM on your device.
There is new official TWRP version for whyred which now works with miui pie.
ROM has nothing to do with this.
EDIT: They included red wolf in zip. That's why recovery will be replaced after flashing this weekly.