An OTP sent by SMS is needed only temporarily, before 2FA is activated on your profile. Once 2FA is activated, you must use the OTP generated over the authenticator App.
In the case you do not receive any kind of email from Koinex, we suggest you change your registered email address(preferably to a Gmail address). Most other Email service providers are known to have strong Spam filters that may be filtering emails from Koinex.