Hello! My name is Mustafa, and I am an Independent Advisor as well as a long-time Microsoft user. I'm sorry that you are experiencing this issue, and I am hopeful that I will be able to help you find a satisfactory solution.
I suppose you saw this article from Microsoft on how to add a trusted device to your Microsoft account: https://support.microsoft.com/en-us/account-bil...
And the "security settings" refers to itself. So just click on the writing, and it should take you to another page where you will be prompted to sign in (again if you are already signed in) as a security measure. And then follow the other steps.
The color of the "security settings" on the website should be different from the other writings. I have it in blue maybe you also have it in blue just click on it.
You can't add a secure device from the settings> privacy & security.
Please let me know if this doesn't work or if you need further assistance.
Warm Regards,
Mustafa