I am prompted tp enter the code on my ipad and no code ever shows up on the ipad ? :-(
when I logged in to the web site icloud it challenged me and provided a code.
MacBook Pro 15″, macOS 11.2
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See if anything here helps. If necessary, you can use account recovery as explained in the link at bottom of the article.
Verification code - how to get one and sign in with two-factor authentication.