I activated the Two Factor Authorisation at iCloud. Now, when I try to sign in at some Apple Service, I am getting the a message that a message was sent to my trusted devices with a code I have to enter.
But, nothing happened. Never. I have to click on "Try again" and choose "Send Message to PHONE_NUMBER"
After that, a message with the code gets send to my iPhone, I type in the number and it works.
But, nowhere the code is getting displayed. Neither on my Mac or my iPhone. It just works via Message.