Call us overprotective… …but we need to make sure you can receive a security code if you ever lose access to this account

I've been getting this message...when I follow through to check my other email where the code is SUPPOSED to be being sent to ...NO CODE. In the meantime I'm locked out of my hotmail/outlook account....I have been using this account without problem for ten years why now all this security rubbish causing everyone nothing but problems. I have not changed my password or anything else.
Could someone cast some light onto this problem