I had a similar problem with my British bank account and the alerts of any transactions that they thought were anomalous.
Since I now live in France, the bank account is mostly static, but useful for odd visits home etc. But consequently almost any transaction while I'm there can be considered fairly anomalous by the system.
The problem is that it then sends an alert text to your phone, and it refused to allow me to enter my phone number on my account as it wasn't a British number.
It didn't really bother me, as not being alerted to transactions which only appeared unusual to them wasn't a great hardship.
The problem was that, following each visit home, I got a succession of increasingly panicky letters in the post saying,
"We can't send you alerts, as you haven't specified your phone number".
To which I had to reply by post,
"I can't enter my phone number, because it's French"
They would reply,
"If you enter an email address in the right box on your userspace we'll send the alert there."
And I,
"To enter that email address, I need to confirm my identity by replying to the message that you try to send to my phone!"
Well, Several years later we've sorted it out.