Two-factor authentication SMS verification code
I'm trying to enable two-factor authentication on my AppleID, but I'm not receiving the SMS verification code on my SMS-capable iPhone, though my country and carrier are in the supported list of coutries and carriers (Apple ID: About two-step verification and SMS - Apple Support, Costa Rica & Movistar).
I've tried this for months and the SMS still does not arrive. Of course I'm able to receive SMS codes from other services (WhatsApp, Viber), but not from Apple's website when trying to enable this feature.
My iPhone 5s with iOS v8.2 also has Find My iPhone enabled and working just fine according iCloud: Set up Find My iPhone, but I don't know how to set it up for receiving verification codes for two-factor authentication.
Finally, I have been unable to find an Apple's support page where I can ask for help on this subject.
Any hints?
iPhone 5s, iOS 7.1.2