Welcome, I am Cory.
You can setup this feature on your Yahoo account with 2-step verification.
Login to your Yahoo account
Once logged in, please go to the account security settings page. - https://login.yahoo.com/account/security
You will be able to setup phone text notifications when you login.
If you have any other questions, please reply and let me know.
If you do not have anymore questions, please remember to rate my answer.
Let me know if you could set this up?
Just following up to find out if this issue is resolved or if you need further help.