I don't know where the verification code is being sent

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.   *

The verification code is being sent to all Trusted Devices signed-in with the same AppleID.

It is not sent by SMS unless you are specifically requesting it and specifying the phone number to be used.

See if this article helps: (read it carefully)

Two-factor authentication for Apple ID - Apple Support