iCloud PC app won't sign in over wired ethernet or iPhone USB mobile data

For security reasons I had to reset my iCloud password and sign out of all devices. When I went to sign back into my PC (Win10) iCloud app, I entered my new password, completed 2FA verification code from my iPhone and got stopped with the following new (read: somebody's bad idea of "innovation") message which says:

"To sign in with this account, you need to enter the code from a device that's close by. Make sure Bluetooth is turned on or your Apple device is on the same Wi-Fi network as this computer".

PROBLEM: My PC is a legacy device, a workstation tower. It has no onboard wi-fi, it has no onboard bluetooth.

I've made sure I am on the same ethernet network as my iPhone on wi-fi, both are connected to the same router, same message. I then disabled PC ethernet adapter & plugged the iPhone USB cable to PC for a USB hotspot mobile data, and iCloud still doesn't see the iPhone "close by" though its the SAME DEVICE...WTF??? Wifi is not an option on this machine. HELP!!!