Never receives verification code

Are those codes for the same AppleID as you are using on all those devices? If not, then you need to select the option to send a text message instead. You can still opt for that regardless. Usually there is a link below the area for the code which says something like "did not receive code". I have to use this method because I have a personal AppleID and a work AppleID so I don't receive codes since my work AppleID is not enabled by default on any of my devices.

As you may recall, the app generally shows you a window which lists the options where you want the code to be sent. Then you must enter any required data such as the iPhone number. I suggest that you go back and inspect the entry to confirm that it is accurate. If it is, then some option in the phone may be set to preclude its receiving such texts. Check your settings.