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!!!