Help, im unable to create an app specific password?!

I click on generate 'app specific password', it then asks me tot type in the box which I do, it then take me to a screen which says 'continue on one of your devices', click on settings - Apple ID.

I have done this several time on different devices but nothing changes, it just take me back to the start screen to try set it up again.

Can anyone advise what next?