I had a similar issue, and I solved it by disabling the Windows firewall.
Also, make sure that you selected the Server Interface 192.168.1.1 in tftpd64 when PuTTY attempting to load "openwrt-mediatek-filogic-xiaomi_mi-router-ax3000t-ubootmod-initramfs-recovery.itb" (or maybe 192.168.1.254 ? 
- manual says "and select your PC's Ethernet port")
tftpd64
Also, please make sure that the Ethernet cable is connected between the router (2nd or 3rd port on the router) and your laptop. (I will add this information to the instructions. Thanks!)