Thank you. This solved my problem on the second attempt. I repeat what I did in more detail in case someone else has the same problem:
1. I obtained the verification code before entering my password on the iPhone 4 (IOS 7.1.2) from my iPad (IOS 9.3.5). I did by selecting Settings>iCloud>Password & Security and clicking on Get Verification Code.
2. I entered my AppleId password followed by the verification code with no spaces. The iPhone responded with an Incorrect AppleId or password. The iPad showed an AppleId warning about sign in. I touches Allowed and received a new verification code.
3. On my iPhone I cleared the dots in the password field and entere the AppleId password, immediately followed by the new verification code from the iPad. After a few seconds the iPhone showes and Account Verified message.
Note: When I use a WiMAX device, the Warning notice uses the geographic location of the main server, which may be in a different part of the country or even a different country. When I sign on in Japan through my ATT iPhone Hotspot, I get a warning that someone in Atlanta, Georgia is attempting to sign on.
Thanks again from your help, finally I get e-mails on my iPhone.