Zendesk Text does not receive verification messages for 2-factor authentication (2FA) or multi-factor authentication (MFA).
By default, long code numbers cannot receive messages from short code numbers.
Avoid setting up a verification code to be sent to your Zendesk number. Since multiple agents would then have access to the security code, this could allow for a security breach. To resolve this issue, set up authentication messages to be sent to an individual agent's phone.
For more information, see this article: Using 2-factor authentication.