There's actually a good solution for this which I just did which saved my skin.
Step 1. Download the Paypal app on your phone and log into your account with it.
Step 2. Go to your personal information on the Paypal app and look for the phone number.
Step 3. Look around until you find the option to change your number.
Step 4. Add your new number, enter the verification code Paypal texts you and then set that new phone number to primary.
Step 5. Go back to the authentication screen on the desktop version, your new number should be there.
Step 6. Profit.
Again, I did this myself and it worked but apologies if it didn't for you.
