There is a chance the sms code has been filtered by your phone as spam so it won't show up in your incoming messages.
To view spam filtered messages please follow the instructions below:
Android
Open your messages app → click on your profile next to the magnifying glass → select Spam and blocked.
iPhone
Open your phone settings app → scroll to the bottom to view your apps → scroll down to the messages app → toggle on the Filter Unknown Senders option under message filtering → open your messages app and use the filtering option to view All messages or Unknown senders
If you still can't find the sms code from these folders, please feel free to ask our support for help!