Login to Microsoft's My Sign-Ins portal
Preparation: Login at https://mysignins.microsoft.com/security-info with your known THD user data (and if necessary a 2nd factor already stored by you).
1. Add (another) login method
2. Select Phone
3. Enter the phone number without leading 0 and select "Call me".
4. Call Microsoft from a foreign number (free of charge in Germany)
5. Accepting the call and pressing the "hash" # key
6. The "Phone" method has been successfully deposited.
Have you already set up the security key?
If not, then now this way: 2/MFA USB security key / passwordless