So after 11 days and after i explained again and again and again the issue and even gave this thread as reference (!!!!)
Their answer today was this (and i am still laughing):
Thank you for writing us. I will be glad to assist you.
Please ignore the previous Email.
I regret to inform you that we are not able to understand your exact issue. I would kindly request you to elaborate your concern so that we would be able to help you in a better way.
Should you have any further queries, feel free to write back to us. We'll be glad to assist you further.
I am now sure that Xiaomi's support is the worst and most ridiculous out there.
Cannot believe that this company could grow so big and have partnerships with serious partners like Yeelight...
I dont think i can keep up with them and continue asking them about this anymore...
Personally, since Xiaomi does not want to do anything and Yeelight cant help us then i will look for other complete solutions (from other companies) than waiting for Xiaomi on this. I am afraid that at some point i will also have to let go of yeelight as well because of this and that is a pitty... No my problem is not just the native (not through 3rd party services) IFTTT/alexa support, the most serious problem is that i am obligated to have my lamps to China server that is very slow and unstable...
Good luck guys..