Actually it seems that flashing TWRP is necessary if you want to use it later…
Once SailfishOS is installed; doing fastboot boot twrp-3.7.0_11-0-FP4.img doesn’t boot to TWRP even if fastboot says ‘OK’. Instead it is stuck at “Fairphone Powered by Android screen” 
Flashing twrp to both recovery afterwards and it’s working fine 
Same behaviour for Ubuntu Touch, so it’s probably not SFOS-specific!