I have the same issue. OpenAI Support replied to me in the thread below with:
“It is expected behavior, so please follow the guidance provided. Apologies for the inconvenience.”
Like you, I tried all available options, but Support was unable to resolve the issue. After spending several hours communicating with Support and discussing the problem in the forum, I have unfortunately not found a workable solution.
At this point, it appears that the phone verification requirement is intentional behavior and that OpenAI currently does not provide an alternative verification method. Unless this behavior is changed, there does not seem to be a practical solution for users who cannot or do not want to link a mobile number.