Verification Code Window not showing up

See this article Two-step verification for Apple ID - Apple Support

How does it work?

When you set up two-step verification, you register one or more trusted devices. A trusted device is a device you control that can receive 4-digit verification codes using either SMS or Find My iPhone. You're required to provide at least one SMS capable phone number.

Then, any time you sign in to manage your Apple ID, sign in to iCloud, or make an iTunes, Apple Books, or App Store purchase from a new device, you need to verify your identity by entering both your password and a 4-digit verification code.

After you sign in, you can securely access your account or make purchases as usual. Without both your password and the verification code, access to your account is denied.

You'll also get a 14-character Recovery Key to print and keep in a safe place. Use your Recovery Key to regain access to your account if you ever lose access to your trusted devices or forget your password.

I've had this problem for more than 6 months too. Until today- a solution that worked for me!

But today:

-On my mac, I went to log in to the Apple Support Community online (to ask the same question).
-It asked me for my username

-Then it asked me for the verification code.

-It didn't accept the first code, so I was sent a new code, and then it accepted the second one.

And after that, I can login to my AppleID on all my devices, and I still seem to be logged in!

Good luck!

(I tried logging in on iTunes, through my phone in settings, on my mac, password immediately followed by verification code... I tried everything, read so many answers to so many posts, but nothing anyone suggested worked... So I'm very happy now!)

If you see a password box, enter the password (ABC) followed by the code (123) or ABC123.