I've had this issue in the past with ANZ visa - I do an "unusual" activity-  normally book with a smalelr organization in a country I dont  usually spend in - this time it was a tour operator in Iceland. They send a text to my phone to confirm.  This is fine when I'm sat at home. It doesn't work if Im travelling as I often don't have my phone/text line turned on.   

Every other card I have (ASB,  BNZ, Wise) uses their app to confirm the charge - but not ANZ - any clues when they are going to move with the times. I have their app installed but they don't use it for authentications.