Unable to update Apple ID Settings on new MacBook Pro

I am trying to "Update Apple ID Settings" on my new MacBook Pro. It states "Some account services will not be available until you sign in again."

I enter my Apple ID password

I enter the password for this new MacBook Pro

It then asks me to confirm passwords/passcode from other devices

This list shows two past computers and my iPhone. I entered my last 3 passwords for my MacBook Air and the past 3 passcodes for my iPhone (also I use an 8 digit passcode and there are only 6 spaces for digits available). The other device is a MacBook Pro I had 3 years ago. Why doesn't it give me the option to just send a passcode to my phone?

How do I fix this? I have tried stating that I forgot all the passwords/passcodes. It said to "go to one of your other devices signed in to iCloud to approve this MacBook pro" I tried to use my iPhone Settings > iCloud > Password & Security, but there is no prompt. This is the only other Apple device signed into iCloud.

Please help.