How can get the 2FA to text me instead of using the trusted device?

Since your device is listed as a "trusted device" by default it will send a pop up notification to your iPhone with the code provided. Though, if you dismiss the notification and click on "Didn't get a verification code?" it should give you the option to text a code to your phone number as well as various other options that may be available to you. To voice feedback on this go to Product Feedback - Apple.

By default, 2FA codes are sent by encrypted iCloud notifications (NOT texts) to trusted devices, whether that trusted device is an iPhone, an iPod touch, an iPad or a Mac. The SMS and any other telephine numbers you registered with your AppleID are for backup when a trusted device is not available to you. They cannot be set as the default as the default is the far more secure use of encrypted notifications.

Where and on what device are you trying to use your AppleID that you don’t get the option to click on “Didn't get a verification code”?

Get a verification code and sign in with two-factor authentication - Apple Support

If logging in to an Apple service in a web browser (e.t. iCloud) or an Apple App on a device, you should be presented with the option of “didn’t get a verification code”. You can then request a code sent to a backup telephone number.

I use my Google Voice number as my backup number. When I first set it up (years ago now) I did test it by trying to sign into iCloud in FireFox on my work MS Windows machine. I clicked on the tab for did not get the code, and requested a code sent to my GV number. The code got sent as an SMS text and I was able to access it by signing into my Google account on the same windows machine and entering that code in FireFox for iCloud. That is the one and only time I ever tried it, but it did work as advertised.

I don’t use the Apple TV on a fire stick, but it should give the same option. If it doesn’t, then contact Apple support as it is an Apple App and should thus conform to that login situation.

Note that while a code is sent to all your trusted devices, the option to click on did not receive code should appear in the login panel on the device your trying to login to some Apple App or service. So regardless of whatever trusted devices you have somewhere else that are popping up a notification panel, it is on the device you’re trying to sign in on that the option to request an alternate code should show up.

First of all, you should not be getting a 2FA notification every time you login. The first time you login to a device or Apple website you should get the 2FA notification followed by a dialog box asking whether you want to ‘trust’ that login. If you say yes then you should no longer get the 2FA the next time you login. Of course, if you are logging in from a publicly used computer then you would not ‘trust’ the login.

If its not giving you the additional methods in this case then you won't be able to receive SMS/texts for verification, as by default it only sends popup verification codes to your Trusted Devices. You can always voice feedback on this issue by going to Product Feedback - Apple.

Since the Fire Stick is owned by Amazon and not Apple, it cannot become a trusted Apple device, hence why you may be getting a message for verification when logging in to the app directly. Though, once you log in it should automatically recognize your ID so you don't have to keep logging in multiple times. If it isn't saving or recognizing your information when opening the app on your Fire Stick, it could be because the App isn't up to date on the TV. Besides making sure the app is up to date, I recommend un-installing and re-installing the app on your TV as well. Though, back to the verification code situation, it will automatically send a pop up to your iPhone since it is a Trusted Device. You cannot separately receive SMS/texts since you have trusted devices on your account. To voice feedback on the issue please go to Product Feedback - Apple.