Installed Steam on a new computer. Signed in. It sent a passcode to my GMail. I signed into GMail. It wanted me to 2FA because I hadn't signed into Google on that device. It sent a notification to my phone, which I never received. I had it resend the notification twice, still nothing. Tried again with my phone's offline passcodes. Neither worked. Tried the QR code/Bluetooth connection, and that finally did it.
At least I got through in the end, but fuck, it's annoying.
Discord hasn't asked me for a phone number and I have 2 burner accounts on there with email aliases. I think you just got flagged because you connected with a VPN or something. I use Vesktop as well so that might be why.
I think individual Discord servers can demand phone verification as a way to limit people entering it.