[Redmi K20 Pro / Xiaomi Mi 9T Pro Questions & Answe] zgfg:
If you stick with stock ROMs, you don't need to worry anout firmware, vendor, etc.

You update by OTA or by downloading the so-called zip/recovery package that can be installed by the stock recovery or from TWRP

Only in rare occasions (usually when people screw something, want to go back from custom ROMs and so), you would need Xiaomi Flash tool and the so-called tgz/fastboot packages.

They include vendor and again, you don't need to worry about downloading and flashing vendor

How (and do you really) need downloading and flashing vendor for LOS, I have no idea (I don't use AOSP ROMs)

What do you mean by Eu?

If you mean Xoaomi.eu ROMs - they are not the same as stock EEA ROMs.

Actually, Xiaomi.eu IS NOT stock or even not an official ROM endorsed by Xiaomi Inc.

Personally, I started on my Mi 9T two years ago with A9/MIUI 10 (I think). Mine was EEA and I followed the updates till A10/MIUI 11.

From the beginning I unlocked Bootloader, played with various versions and incarnations of TWRP, I always rooted my phone with the latest (Canary) Magisk, played with debloating, various Magisk modules, etc.

I also played with Kali Nethunter at the time

Never in my carrier I needed to use Xiaomi Flash tool and tgz/fastboot firmwares (specially not vendor packages), always only zip/recovery ROM packages were enough for me

A year ago I moved to Xiaomi.eu weeklies. A month ago I decided it was enough and settled to Xiaomi.eu but Stable.

Xiaomi.eu, both weeklies and stable are built on A11/MIUI 12.5 (recently stock was finally also updated to A11/MIUI 12+ but I didn't return to stock)

Since 'official' Magisk is kind of 'dead' for 5 or so months, for the last two months I play with Magisk Alpha (recently incl. Zygisk and so)

Again, I have no experience (and no interests at all) about AOSP and GSI ROMs, particularly the LOS (in my past life with another phone, I used an earlier version of LOS for quite some time there)

Some links maybe of interest for you to read/learn from:

https://c.mi.com/thread-1857937-1-1.html

How to Flash Xiaomi Firmware using MIUI Fastboot and Recovery ROM

Ever since the dawn of affordable smartphones in countries like India and China, the demand for more has increased. The consumers now, more than ever, are

www.getdroidtips.com

How-to use Xiaomi Flash Tool to flash or install Firmware

Step-by-Step guidelines to use Xiaomi Flash Tool to Flash Stock Firmware on Xiaomi Smartphone and Tablets.

xiaomiflashtool.com

Xiaomi's Anti-Rollback Protection Explained: How to avoid bricking your phone

All Xiaomi smartphones and tablets will have anti-rollback protection enabled. What is it and how do you avoid bricking your device because of it?

www.xda-developers.com

[INFO] Widevine L1 Support

This thread should answer most of your questions regarding Widevine L1 support on your device(s). I will try to keep it maintained and up-to-date. Notes: * This list includes only supported Android 10+ devices that either support Widevine L1 officially, or support it unofficially by Xiaomi.eu...

xiaomi.eu

What the letters in the MIUI version designation mean

MIUI V12.0.5.0. QFJMIXM - Android version M - Android 6.x (Marshmallow) N - Android 7.x (nugát) O - Android 8.x (Oreo) P - Android 9.x (Pie) Q - Android 10.x R - Android 11.x S - Android 12.x - device code (phone model) JA - Xiaomi Mi 10 Pro JB - Xiaomi Mi 10 JC - Redmi 9 JO - Redmi Note 9 JZ...

xiaomi.eu

PS: Yeah, I am from Mi 9T (not Pro) world, but your questions and my comments and links are common and more general (not limited to Mi 9T Pro or plain, or to MI 9 *** range of models, but general for Xiaomi devices)