This situation is strange. If you can flash the rom and the first boot works, why the second or the third boot doesn't work?
Have you tried with other roms?
For Xiaomi's phones these reboots are not common. My Mi Note Pro hasn't this problem.
In twrp mode, go to wipe menu and select "Factory Reset". If you don't find this menu, wipe dalvik, cache and data manually.
Try wiping the phone, or try updating your phone with last ROM (6.9.8 --> https://www.androidfilehost.com/?fid=24591000424964204)
If you decide to wipe your phone, flash last stable ROM (V8.0.1.0 --> https://www.androidfilehost.com/?fid=24591000424960035)
If you update from the previous version of the same type of rom, you don't need to wipe data. You should wipe data when you update, for example, your developer rom to stable rom.
Updating your rom, your data will not delete.
Official miui roms for Mi Note Pro have only chinese and english languages.
With official Miui roms you shouldn't unlock the bootloader.
To flash miui 8 from xiaomi.eu you should, first of all, unlock the bootloader, then flash it in twrp mode.