Cannot Log into MS Authenticator to verify a code in order to close my hotmail account

Question

First, I already download the Microsoft authenticator, but it alway want me to open Microsoft authenticator to approve the request to sgin in. When I cannot use Microsoft authenticator, how can I open Microsoft authenticator to approve the request?

Second, When I click "I can't use my Microsoft Authenticator app right now", it show that I need to Verify my identity by approve a requset on app or use a verification code. Again, these two ways need to sign in to the app and I cannot sign in to the app

Third, if I select send code to the email address and enter my email address, the code never arrives, despite me getting other emails in my inbox as normal.

I have tried to log in via a backup but there isn't any, as I got a new phone.

I have tried to contact Microsoft and logged multiple tickets (Case #:1049337325

Case #:1049338211, Case #:1049337325), but I am going in circles, being transferred to different teams who say they cannot help. I was then advised to come to this forum.

I urgently need to close this inbox but cannot do so without the verification code to access my security settings. What can I do?

Many thanks in advance for your help and time.