you can use miflash xiaomi.eu rom then isntall updates with twrp. if you look in rom sections there is also a miflash version for our mi5, use it, then if it is all ok do the update with the latest file
Wait answers from others but non hlos.bin is a modem file. I'm quite sure. You need to flash it with fastboot mode with a command that i dont remember but before wait confirmation from others than i will search the command
it depends on what you change. i dont have problems with whatsapp and i only left it on in autostart, but i'm using china stable rom so it can be a bug of xiaomi.eu version.