That’s great, @ChuckMorris, it worked!
Here is what I think has happened: I read in some other place that the OS might replace TWRP with the stock recovery, but did not understand that “no command” is the stock recovery (an no error). I relied on this TWRP thread which recommends booting the phone normally first, which might have overridden TWRP again.
I managed to start TWRP now and swiped along the bottom to allow TWRP modifications (which, as I understand it, modifies the OS to not override recovery). Rebooting into the system and then into TWRP again shows it is now installed permanently.
I think this is worth editing the TWRP wiki thread cited above, but this seems to be locked. Or it is worth adding to your own Howto on Magisk, which I will now follow further. Thank you again! 