Why are you afraid to turn your phone off? Getting into these modes always involves rebooting the phone while pressing some buttons.
The consensus of the first few search results seems to be that you shut the phone down, press and hold volume down and bixby buttons then (while holding them) plug in a USB cable which is connected to a computer.
Of course if you really don't want to turn off you may be able to use ADB to force it to reboot into download mode (I know there are adb commands to reboot into recovery or bootloader, but download mode is a bit more vendor-specific to less confident there, and I'm not really a Samsung expert). You can run adb when in TWRP (or always used to be able to).
The alternative is to copy a ROM onto you phone (via microSD card + a card reader or ADB sideload while in TWRP) and use TWRP to flash it. Really once you have TWRP you should take a backup before you do anything else, since you can then use the backup to restore your ROM (rule 1 of Mod Club: always take a nandroid before you change anything on the phone).
Which stock firmware to use depends on your full model number, but if you know which country it was originally sold for that will probably suffice.