Can't get Apple verification codes because I lost my iPhone

lost iphone.

No problem, lets:

1. log into https://www.icloud.com/ and find it

enter email and password. Done...

2 "A message with a verification code has been sent to your devices. Enter the code to continue."

eh I've lost the phone so can't enter any code?? So what next?

3 "If you can’t enter a code because you’ve lost your device, you can use Find Devices to locate it or Manage Devices to remove your Apple Pay cards from it."

*clicks Find Devices*

4 "Enter your password to continue using find my devices"

*enters apple password*

5 "No Devices, to use find device, sign in with your apple ID"

huh? Ok lets do this again and this time click "Manage Devices"

6 *Clicks Manage Devices*

*Shows the lost iphone on the screen but cannot do anything*

Message reads: "Restricted Access

Without a second authentication factor, access to your account settings is limited to the Devices section. If you want to manage other settings you need to authenticate."

*Click Authenticate* goes back to 1.

How does apple expect me to authorise this?

[Re-Titled by Moderator]