How to install recovery after rooting Xperia M (stock ROM 4.3) to install custom ROM? I have a rooted Xperia M Dual (C2004) with stock ROM 15.5.A.1.5 (4.3 Jelly Bean). Bootloader unlocking is allowed and I also have the unlock code already. 

Since Sony decided to stop giving updates I wanted to install a custom ROM. So went ahead and rooted it but now I'm stuck. 
I am still on stock ROM because I don't know how to proceed now. 

Some threads say to unlock bootloader and flash the ROM, some say to flash the stock ROM first then recovery. 

I found this app called TWRP Manager on my device's twrp page( https://twrp.me/devices/sonyxperiam.html ) which has an option to install TWRP. 
But since my bootloader is still locked I don't know if it's safe.

A guide on XDA has instructions but it says after unlocking bootloader flash the custom ROM which is a huge 700 megabytes download and I at the moment don't have the bandwidth. 

So is it possible for me to install TWRP via that app and flash the custom ROM directly? 
Or what else should I do?
You have to unlock your bootloader to fiddle around with your phone. Without unlocking you really CANNOT do anything. Unlocking bootloader is straight. You won't mess up anything there. It's the installing of custom recovery which will bug you. Careful.