Hello @Leigh Wardle,
Thank you for posting your query on Microsoft Q&A.
Based on your description, it seems you're trying to implement SMS-based authentication for your user account in an Azure B2C directory. You've already enabled SMS authentication methods in the modern authentication method policies, which is the first step. For enabling MFA, you've used per-user MFA policies. However, when you navigated to User Profile >> Authentication Methods, you were unable to add an authentication method or select a default sign-in method.
If you are the Global Administrator in the directory, you can add authentication methods for all users in your tenant through the Authentication Methods policy under User Profile—except for yourself. For instance, if User A has the Global Administrator role and logs into the Azure Portal, they can add SMS authentication for other users but not for themselves. This is because they're using the same credentials to log into the Azure Portal. To add SMS authentication for yourself, please visit https://mysignins.microsoft.com/security-info and select "Add sign-in method" on that page. Ensure that you are logged into the correct B2C directory, which you can verify by clicking on the Org icon in the top-right corner. Please refer to the screenshot for guidance.
I hope this information is helpful. Please feel free to reach out if you have any further questions.
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Raja Pothuraju.