I think if i remember not wrongly, you need to mount partition at the twrp manual. As for what mounting, kinda forget lol.
UPDATE:
Extracted from xiaomi.eu thread by doomslayers
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11. TWRP can ask for password, press cancel and allow modifications by moving slider.
If you just need ROOT and your current rom, skip to the step 16. Also there is a recovery from boot in system folder. If you won't remove it, recovery may be replaced with stock one after reboot. Keep it that way if you want OTAs.
12. Format data.
13. Enable MTP and put modified zip in your phone.
14. Go to mounts and unmount system **
15. Flash your rom.
16. Flash latest supersu.
17. Reboot the phone.
In case u got NO OS message, then it means that u probably ignored step 15.
Also first boot may take like 15-20 minutes, since eu rom is deodexed.
Just to be sure, after installation mount system partition and navigate to the /system folder using TWRP's file manager and make sure it's not empty.
* In my case system didn't install because script could mount system partition since it was already mounted.
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