Recovery Key (IOS: 12.5.7)

So I'm on iPhone 6 and it doesn't support the recovery key option.

Odd. Are you sure about that since you say you are running iOS 12?

From: How to generate a recovery key - Apple Support

Make sure the device is running iOS 11 or macOS

High Sierra or later,

And in addition to the above, if there is an add-on VPN app here, remove that, restart the iPhone, and try again.