I encountered the same issue. I purchased a Twilio phone number to use with the WhatsApp Cloud API but couldn't receive the verification code via SMS. To solve this, I set up a function in Twilio to forward calls to my physical cellphone.

On Meta's website, I selected the phone call option as the verification method, received the call on my physical cellphone, and was finally able to verify my Twilio phone number.

I followed this Twilio guide to setup the proxy function on Twilio: https://www.twilio.com/en-us/blog/protect-phone-number-proxying-twilio-phone-numbers-twilio-voice-twilio-functions