Hotmail account locked and the unlock code never arrives

First check the number on screen is actually your current phone. It only shows the last two digits, and if it's an old number the code is going somewhere else. Choose I don't have any of these, or use a different verification option, and it will offer the alternate email if one is on the account. Codes also sometimes take a few minutes or get caught by the carrier's spam filter, so request once and wait rather than tapping repeatedly, repeats get rate limited. If none of the listed contacts are reachable the account recovery form is the only route left; fill it in from the device you normally use for that inbox and give as many recent subject lines and contacts as you can. Point your bills at another address in the meantime, this can take a while.