Q: iCloud Keychain Verification SMS Never Arrives

Hi,

I got myself an iPhone 6 Plus recently and am trying to set up iCloud Keychain. I log in with my account, enter my code and get told a verification SMS will be sent. This never arrives.

My number is correct (taken automatically from my iPhone). I've been trying for 3 weeks now and am still waiting.

The posted solutions I've seen never seem to reference anything higher than iOS 8. Shouldn't this be updated by now?

iOS 9.2.1

iPhone 6 Plus (UK)