Can't Update Apple ID Settings
So recently I just updated my iPhoneSE to 10.3 (I think that's the latest update). For whatever reason, it made me go through the process to do a two-step verification. And now my iPhone is giving me a notification to update my Apple ID Settings. This is the process I go through:
Update Apple ID Settings -> Continue -> Insert iPhone passcode (6-digit PIN) -> Approve This iPhone
On the last step, it says
"Go to one of your other devices signed in to iCloud to approve this iPhone."
My problem is, that I don't have any other iCloud devices except iCloud downloaded on my Windows 10 desktop, and nothing happens. I don't have a MacBook. Or an iPod touch, or iPad. I used to own two of those, but I no longer do, and they are no longer listed as one of my devices under my account.
What do I do? I can't seem to update my Apple ID settings, and there seems like no way for me to do so?
iPhone SE, iOS 10.3.1