Message: Update Apple ID settings

How can I solve double autentification factor if my devices are not receiving the code?

1) I received the alert: Update Apple ID Settings, some account services will no be available until you sign in again. Then I press continue.

2) I introduce the Apple ID password (after enter, message: Updating Apple ID settings...)

3) Enter iPhone Passcode

4) Approve this iPhone (go to one of your other devices signed in to iCloud to approve this iPhone. Waiting for approval...

I open and login in Mac book Air but the message for approval never arrives. Also try with Apple TV (in All of them I have login with my Apple ID, but the message for validation never arrives)

How can I solve this restriction?