Irenec,
you would be better off just moving to another provider, rather than messing about with VM. A new sim 'might' work, but probably only for a while, then the same problem appears (several posters have had this problem) Been there, done that, without success, sadly.
This thread has been running just 2 weeks short of a YEAR, and to date, VM are NO NEARER solving the problem, despite telling us every so often 'that they are working hard to find a solution' yet all that happens, is, they ask for information, (which it appears they do nothing with)
I have had to get another cheap PAYG sim, and carry 2 phones, because I cannot get 2FA or OTP messages from bank, building society, credit card firm, etc... (strange how other networks don't suffer this problem, just VM) because I need these messages, and VM are not interested in actually DOING anything to provide them...
Quickest solution, with less hassle and hair tearing is go elsewhere....Simples!!