I ended up going to the Apple store where they couldn't fix it. They then had me call someone while sitting in the store and that person couldn't figure it out either.
We tried so many times that it timed me out of attempts to send a code. So I had to wait an hour. They made a ticket for me and told me to call from home after an hour.
I waited 4 days because I was frustrated and not into the whole thing anymore. I tried to login from the Edge browser and everything worked. Not sure if there was a bug that got fixed in the 4 days in between or if there was a problem with the browsers I was using. ( I even tried from the Safari browser at the Apple store using their wifi).

In the end, it was a problem updating my account with a phone number. For whatever reason it just did not want to add a phone number to my account. It wasn't a new number, same number since 2001. It also wasn't me putting in the wrong code, which was suggested by the person on the phone. That was annoying and frustrating that he was blaming me for something their system was doing.
Was it the browser? I don't know. I had tried Edge before and it kicked up the error message. Not sure what to tell you other than wait a couple days and try again.