How to safely install rEFind from recovery mode?
Though you shouldn't see this message (even with SIP enabled) in Recovery Mode you can type Y and continue installing rEFInd.

A less rocky but time consuming way is to disable SIP in Recovery Mode by entering csrutil disable in Terminal.app.

After rebooting to your main boot volume open Terminal.app, enter csrutil status and if SIP is disabled, install rEFInd.

Then reboot to Recovery Mode again and enable SIP again with csrutil enable. After rebooting you should get the rEFInd boot window.