I noticed that since I have iMessage synced to my Macbook, if I ever lost my laptop and someone tried to hack my accounts, they would get the 2FA access code on the laptop they stole.
Those codes come across as actual SMS messages to the associated phone number. It appears on your laptop only when the phone is near enough to it that the "continuity" feature is engaged. You should be safe from this threat as long as the laptop isn't lost very nearby.
That is not true. SMS messages arrive as long as the phone is online, regardless of location.
I've never seen this behavior with my own devices, and cursory searching turns up similar results. Certainly I could be wrong, so can you point me to any references that describe the "proximity not required" behavior?
Well no. I had my iPad on a trip and left my phone at home plugged into the wall. Could send and receive text messages without problems
Sending and receiving non-iOS/iMessage texts require your phone to be near your computer. I don't believe any company sends 2FA codes to you through iMessage.