Kubuntu 20.04 LTS running on my laptop does a very good job at recognizing many phones via ADB without any issue!
However when I need some Windows tool(s) for specific phones or issues I use a older laptop that is running Windows 7 Home 64-bit as my "Dedicated Phone Flashing Machine"
Also :
After flashing a Custom Recovery you should simply tell the phone to reboot into the OEM Recovery and not from the Image File on your PC
So try this :
fastboot oem reboot-recovery
For more info see here for example : https://forum.xda-developers.com/t/recovery-3-4-0-10-davinci-official-unofficial-twrp-for-xiaomi-redmi-k20-stable.3960726/