Similar start to the problem above...I received an email that appeared to be a legit Microsoft security warning - unusual activity originating in Russia...the email had a button to verify my account...in retrospect it probably dumped malware into my computer...not knowing how bad the situation was, I did a complete reinstall of Windows 11...from that point onward my story is basically the same as above...I have successfully used the Account Recovery Form twice to get an "account recovery" link for my Microsoft account...applied the link, apparently unblocked/unlocked my account and everything appears to be progressing just fine until the last step which is the receipt of a security code sent as a text message to complete the process...BUT,
We cannot send a text message to this number.
I have used my phone number, my wife's phone number, and my daughter's (she lives in another state) phone number...same result...
Thus my account remains blocked/locked...this account is hopefully a temporary workaround....I have had my account for many years and I have emails that are quite important to me...
Based on my research I have a guess that TFA may be partially the problem....I had recently implemented the use of the Microsoft Authenticator...I found to discussion threads that spoke about problems with TFA and emails...
Hopefully the smart ones with a better understanding of the internals will weigh-in with a solution...let me know if I can help...