Check you are signed up for two factor authentication. It sounds to me like you are and it is doing what it is supposed to do to protect you. However, it may be possible these are just phishing messages and I don't think there's much you can do about those. Maybe? -->
It wouldn't hurt to reset your password. Click on this link to learn how to 'Change your Apple ID password' --> https://support.apple.com/HT201355
"After you change your Apple ID email address or password, you might need to update your sign-in information with any Apple services you're using" Click on this link to read "What to do after [or before] you change your Apple ID email address or password" --> https://support.apple.com/HT204071
- If you use the "Find My" feature disable Find My before changing your information, change the information, then reactivate it with the new information.
Click on this link "If you think your Apple ID has been compromised" --> https://support.apple.com/HT204145
'Checklist: If you want to see if anyone else has access to your device or accounts' click here --> https://support.apple.com/HT212021
Security and your Apple ID - https://support.apple.com/HT201303
Contact Apple for help with Apple ID account security - https://support.apple.com/HT204169 "This article provides country-specific Apple Support contact information for customers seeking help with their Apple ID password or other security-related issues." Better for directly reporting an issue.