"I have my Mac and my iPad Pro with me, but I can see not two factor authentication screen appearing, despite being on the same Wifi network."
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Getting into this Device:
A. Confirming the Location:
Find My is for location retrieval. It would play no part, other than seeing where it is located, and if your other deices are signed into the same Apple Account. So, turn it one, and then go here, seeing if you other devices are seen: https://www.icloud.com/find
B. Make your Mac a Trusted Device:
If this Mac is giving you this issue, then you need to make it a Trusted Device.
On your Mac: Choose Apple menu > System Settings > [your name] > Sign-In & Security > Two-Factor Authentication. In the Trusted Phone Number section, you can add and remove phone numbers.
C. Location Restrictions:
Note that Two-Factor Authentication is not a service available in all countries/regions. So, if you are just visiting a difference country, then perform this when you get home. See if it is seen here: Availability of Two-Factor Authentication for Apple Account - Apple Support