I can tell you with almost 100% certainty: no banks in the UK use any 2FA other than SMS-based.

I spent December last year looking for a new bank to move to. One of my criteria (not the most important but it was on the list) was better-than-SMS 2FA.

No one offers it. There may be some niche, loosely-based finance org that does but none of the banks or Building Societies do.

So, unfortunately, you need it in the UK.