Did you go through the Xiaomi community app to get permission to unlock? I heard you need to do that first but before that you need to activate your sim to the phone and some other things. I wasn't able to activate my sim. Xiaomi sucks now. Might have to buy a pixel but they are crazy expensive.
Discussion
That doesn't work anymore. I ran some python scripts that allowed me to get permission, but they still delaying stuff etc. This is the last Xiaomi for me too after this nonsense.
I am so done with hardware sellers trying to control software, or root access of devices I buy.