Redmi 9 - lancelot

The install page uses those words I am sure!

I do not know the device to tell you the exact method, but you need to avoid a “standard” shutdown then boot to recovery or you will certainly boot to original and your new recovery will be overwritten.

So you need to falsh the recovery again, find a way to kill fastboot and immediately as the screen goes black do a quick finger move to Vol Up + Power.

Here described for a different device.

Your first boot into a Custom Recovery