I know it's a pain but unfortunately need to jump through some hoops to unlock the bootloader & It's really quite easy once you put your head down & follow the steps, it should take you no more than 20 minutes once everything is downloaded & installed.
I had to do exactly the same procedure to...
Well if you are absolutely certain you have done everything correctly & cannot proceed then this method may be your only choice.
http://en.miui.com/thread-380907-1-1.html
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I think the correct method for Mi5 is flashing official via MiFlash, Unlock, flash TWRP via ADB then flash Xiaomi.eu.
But I think you may have a driver issue.
Are you getting a reply from 'adb devices' ?
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Have you searched the forums for your answer? Im sure this has been asked before & if not then maybe it's best to ask this in the Mi5 forum under your own topic.
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I'm pretty sure you need to wipe data in that case.
If you were going Stable>Weekly it might be okay.
You could as an experiment do a backup in TWRP, give it a try & see if you have any issues.
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