I know this behaviour from some Samsung phones, there TWRP needs to be booted before the first Android start in order to patch the OS (preventing it to replace the recovery).
This is just a idea how TWRP could get lost, but I don’t have a better one 
This is absolutely true, but I don’t think the bootloader is defective, since the phone and the recovery is working as intended…
This is also true, and I wanted to do this for a long time 
Here is the signed image (it’s the recovery.img from FPOOS 16.10), I tried it with my phone, it worked just great! 
So maybe it’s an option for you to try TWRP without flashing it
Edit: To check the files, you can verify the fp2-sibon-16.10.0-orig-recovery.img by comparing it with the one inside the fp2-sibon-16.10.0-manual-userdebug.zip.
to compare the differences between the original and the signed one, you can use vbindiff:
vbindiff fp2-sibon-16.10.0-orig-recovery.img fp2-sibon-16.10.0-signed-recovery.img
Here is an example output:
(The signature is appended to the original file)