Install different recovery from CWM?

I’m trying to switch from CWM recovery to TWRP, my phone is a LG Optimus 4X HD / LG P880. Using Simple Recovery Switcher, I tried to flash the TWRP image, but when I reboot into recovery, I get into the CWM recovery again. ADB fastboot told me “remote: bootloader is locked” when I tried to flash the recovery. So I figure the easiest way would be to install the recovery with CWM. Is that possible?

Thanks!