Can't get passwords and keychain approved in iCloud app on Surface

I'm running a Surface Pro 11 and I've installed the iCloud app and it syncs photos and drive fine. However, passwords and keychain has an "Approve..." link under it. I click it, and enter the TFA code, but it doesn't activate. I do notice the TFA code is difficult to get. First it sends a dialog to my iPhone which disappears after 1/3 to 1/2 second so I have to instead send it to a trusted device (SMS). That's the code I can enter. Anyone know what I need to fix?