This took me a while to solve. I even called Samsung Support and while they were very friendly and supportive, they were not able to resolve my issue. I actually found it by accident by changing my search criteria.
Anyway, here is the fix:
Go to Settings
Select Lock Settings
Go into Select Lock Settings
Make sure to DE-SELECT
LOCK NETWORK AND SECURITY.
This function blocks the Samsung 2 Factor Authentication codes.
I know the time spent resolving this whole thing is ridiculous but that's what I did to solve my issue - thanks to another user who is absolutely brilliant!!!
Samsung has gone crazy. Can't login on tv, on phone. All the solutions above don't work. I received sms when setting up the two step verification, set it up. Now it won't login because the sms won't come. Tried call me function also no calls. Any ideas please? I need to login badly. Support center doesn't know what heck I am talking about.