Can you provide some further information on the issue you're facing?
I am facing the same problem. I factory-reset my phone and I wanted to sign in to my Samsung Account, everything was fine until it reached the Two-Step Verification, it says that it sent a message to my phone number with the code, but I recieved nothing. Tried to do the same thing a couple more times but I still don't recieve any messages. And now I can't sign in to my account. What can I do?
The 2-step verification is in your Samsung account under security. A picture is included in my gallery of the settings OP asked for.
I can't even enable 2-step authentication, I type in my phone number but not receiving any verification SMS messages from Samsung. Every other site I use 2-step with works fine with the same phone number.