where is the recovery key

Do you need a new recovery key? See Two-step verification for Apple ID https://support.apple.com/en-us/HT204152

"If you ever need a new Recovery Key, you can create one from your Apple ID account page. Just sign in with your password and trusted device, go to the Security section and click Edit, then click Replace Lost Key. 

After you create a new key, your old Recovery Key won't work."

It’s not in Settings. You received the Recovery Key via email when you first set up your account.