Unfortunately Xiaomi devices frequently have issues with MDM applications, in particular Headwind MDM, also updating the firmware may raise new issues caused by firmware bugs.
We recommend to address this issue to the Xiaomi technical support.
To fix the auto-start issue, I could also suggest the following workaround:
1. Re-enroll the device (probably the default launcher settings were reset by the firmware upgrade).
2. Run Headwind MDM in kiosk mode (
https://qa.h-mdm.com/17162/) as the kiosk mode must override the default launcher settings.