@wally I have read more carefully your first post and I think we are stuck in the same step.
At first I undertood you did not receive the SMS for linking the phone with the Xiaomi account. With all I have read lately I think I got the big picture.
I phoned Xiaomi support and I heard them typing looking for a generic and unrelated answer that I had already found by myself. Not a very high service standard.
For the SIM activation, MiAccount app sends a SMS. I checked with my carrier that esch try a SMS is sent (and of course, charged), alternatively, to a local mobile number and a local landline. I phoned these numbers and the former does not exist and the latter is disconnected or out of reach. I mailed Xiaomi asking about these numbers. I presume they will say that I must update MIUI, but I am reticent in case it makes more difficult to unlock the bootloader.
If they do not provide another way or phone number to send manually the SMS, I think I will have no other option than to update hoping that the correct phone numbers are also updated.