This happened to me too. When i was moving to Global Rom, i installed TWRP and flashed rom, but it always booted to original recovery. No idea why.
When i decided to install EU rom i flashed TWRP again, and it works now, again no idea why!
Rather embarrassed to be asking this but how do i access the MIUI Control Panel shown in OP.
I dont seem to have an icon for this.
Also, with upgrading to the latest MIUI, do i have to wait for a new Extended Settings mod for the new rom?