Because of delivery success rates, GitHub only supports two-factor authentication via SMS for certain countries.
If we don't support two-factor authentication via text message for your country of residence, you can set up authentication via a TOTP mobile application. For more information, see Configuring two-factor authentication.
If your country or region is not on this list, then we aren't currently able to reliably deliver text messages to your country. We update this list periodically.