Two way authentication

I think that should have worked but you may want to try getting the code first as described below:

Get your verification code from a trusted device running iOS 9 and later or OS X El Capitan and later, or have it sent to your trusted phone number. Then type your password followed by the six-digit verification code directly into the password field.

Enter both the password and the code in the password field at the same time. See the instructions below from Two-factor authentication for Apple ID - Apple Support

If you use two-factor authentication with devices running older OS versions—like an Apple TV (2nd or 3rd generation)—you might be asked to add your six-digit verification code to the end of your password when signing in. Get your verification code from a trusted device running iOS 9 and later or OS X El Capitan and later, or have it sent to your trusted phone number. Then type your password followed by the six-digit verification code directly into the password field.

I KNOW there is NOT a field for the six digit code. You enter it in the same field as the password at the same time. Read my previous reply copied below:

Enter both the password and the code in the password field at the same time. See the instructions below from Two-factor authentication for Apple ID - Apple Support

If you use two-factor authentication with devices running older OS versions—like an Apple TV (2nd or 3rd generation)—you might be asked to add your six-digit verification code to the end of your password when signing in. Get your verification code from a trusted device running iOS 9 and later or OS X El Capitan and later, or have it sent to your trusted phone number. Then type your password followed by the six-digit verification code directly into the password field.