cannot receive text for 2-factor authentication

I need to get an access code to confirm my registration with a site. and I cannot find the text message on my iphone.

Contrary to what other 'answers' to this issue are that I have found, it is NOT a matter of the carrier or service provider. I have found in the past - but cannot find it now - that it is a matter of the iPhone settings. Something to do with allowing messages from unknown senders. One has to turn the default setting on and off ---

So an answer about this would be helpful. I do not know where to find that setting (though there is somewhere a YouTube program on it.)