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I have exactly the same problem. It is beyond strange that they didn't put an option to authenticate without a phone, given how obvious it is that one might not have the number.
Add to that, that it is basically impossible for me to contact them from the UK (no phone working, no email, no messanger) to resolve the issue, and you get one seriously badly managed crisis.
I have a lot of money I need to access but cant.......
The only way I have managed to speak to paypal is by facebook. On the messager service. But it takes weeks to get a reply for me.
Might be worth giving it a shot