Hey there! Nice to meet you!
Unfortunately, it is no longer possible to add a phone number as a verification method, as Microsoft has stated that they have already phased this option out, particularly under "Note" https://support.microsoft.com/accounts-billing/manage/microsoft-account-security-info-verification-codes
However, you can add three or more security methods to your account to provide additional verification options, such as a recovery email address, a passkey, and Microsoft Authenticator on account.microsoft.com > Security > Manage how I Sign in > Then click on "Add another way to sign in to your account"
Thank you for your understanding.
Best regards,
Darhyl