I understand you need to reset your security questions for your Apple ID, but are not receiving the verification code. Here are the steps that I would go through when needing to reset your security questions what to do when you are not receiving your verification code.
Get a verification code and sign in with two-factor authentication
If you still can't sign in
If you can’t sign in, reset your password, or receive verification codes, you can request account recovery to regain access to your account. Account recovery might take a few days or longer, depending on the specific account information you can provide to verify your identity.
If you forgot the answers to your Apple ID security questions
Get more help
If you need help resetting your security questions, contact Apple Support.
Please let us know if you need additional assistance, and thank you for visiting Apple Support Communities.
Cheers.