How do I get the security code for apple pay?

I am trying to set up Apple Pay. Right now when I tap my card in the Apple wallet app, it shows a message that says “Call Santa Cruz community credit union to verify your card for Apple Pay.“ But when I call my bank, they tell me that Apple should have sent me some kind of security code, but they didn’t. I don’t even see any “resend code” button in the app. So I’m basically in this situation where my bank is passing the buck to Apple, and Apple is passing the buck to my bank. It’s very frustrating and I have no way of knowing who is correct.