Hi and thanks for reaching out! I'm an Independent Advisor and a Microsoft user like you. Please allow me to assist with your issue.
I wouldn't worry about the phone number as long as you have requested for the password reset and the verification code is sent to the correct mobile number. This is because a bulk sms service provider might be used and it would then be normal to receive sms from different mobile numbers.
While it would be better to show up as "Microsoft" in the sender, it could also be spoofed.
Please let me know if I can help you further!