Welcome to the PayPal Community! I'm sorry to hear you're running into some issues receiving that Security Code via SMS. Recently, there have been some updates regarding our customer authentication process based off of a recent EU Directive. You can read a bit more about it here: What are the Payment Services and Strong Customer Authentication Guidelines?
I'd recommend reaching out to our Customer Support teams by clicking Contact at the bottom of any PayPal page.
- Jon K
If you find this or any other post was helpful, make our community better by giving kudos or accepting it as a solution.