Hello Ctobes26,
Thank you for using Apple Support Communities. Based on your post, in the Settings app, it's requesting to enter in your passcode to confirm recently changing it, but you haven't actually changed the passcode. We'll do our best to assist.
This is likely related to you recently resetting your Apple ID or iCloud password, since it mentions that in order to continue using iCloud, you need to enter in your passcode. It may have timed out, since the last time you entered it in or restarted. If you changed the password due to the error you received, you've taken the right steps to resolve that part.
Do you happen to have any profiles installed on this iPhone 11 Pro Max? If so, you can remove them and see if that solves the issue: Install or remove configuration profiles on iPhone
If that isn't relevant to you or doesn't solve it, then we'd suggest resetting the passcode on your iPhone in Settings > Face ID & Passcode, which should in return turn off this message or suggestion: Set a passcode on iPhone
Hoping this helps out, take care!