Hello sangersl,
Thanks for following up with us.
You mentioned that you recognized all of the devices; to help us get a better understanding of the situation, can you confirm if you're using the process outlined in this link to review the device list? Check your Apple ID device list to see where you're signed in
Use your iPhone, iPad, iPod touch, or Apple Watch to see where you're signed in
1. Tap Settings > [your name], then scroll down.
2. Tap any device name to view that device's information, such as the device model, serial number, OS version, and whether the device is trusted and can be used to receive Apple ID verification codes. The information might vary depending on the device type. You might need to answer your security questions to see device details.
Also, since you started receiving those messages, have your devices been restarted? If so, do the messages continue to appear after restarting? That information will help us isolate this more.
Thanks!