Xiaomi Mi Band 4 works with Strava if you use the Amazfit app!
I'm just writing to let everyone know that that the Xiaomi Mi Band 4 works fully with Strava if you use the Amazfit app (current version is 3.4.3 as of writing) instead of the Mi Fit app. This is in an Android context; YMMV on iOS.
You need to install the Amazfit app from Google Play. If your Mi Band 4 is already paired using the Mi Fit app, the Amazfit app will automatically import that paring, but then take a little bit of time to update the Mi Band 4 firmware, and then take more time to re-connect. After all this is done, I found that uninstalling Mi Fit does not affect anything.
In the Amazfit app, add your Strava account under Profile -> Add account. It will request permissions for several things. I just "yes'ed" everything (you can experiment with saying no to things, if you like). It also tells you that you need to go into the Strava app settings if you want to share your heart rate data. It's under Settings -> Data Permissions -> Health-Related Data.