Updated information:I tried to register for one-way tweeting by sms by sending 6 messages (stop, stop, start, yes, username, password) to Twitters UK number. Didn't work, repeated the process to the number listed in Finland. It worked.
Now I can tweet by SMS (Who would do that anyway???), but I can finally configure login verification by use of iOS/Android app.
Error report, or at least sort of:
The option Security and privacy - "Send login verification requests to my phone" is available (using pc/windows/Chrome at twitter.com), but I do not receive any verification code from Twitter.
My phone number is correctly listed under Mobile, including +47 country code for Norway and (Norway) listed. I have set a PIN to protect my account from SMS spoofed texts appearing to come from me.
So @hmemcpy and @omervk had this little discussion on failure of configuring Twitter login verification, and I thought "dude, that's easy", and pointed to the option of using the "login verification" through Twitters native app for iOS or Android, and option I've been using for quite some time: