I've seen this a couple of times on Telecom. The first time I was able to use the "call" option instead, but the second time even that didn't work either. I've switched to Skinny since then and haven't needed to authenticate yet so it'll be interesting to see whether that works or not.
I created a topic in the Vodafone forum because I wasn't getting the Facebook SMS either.
Here is the latest: the Microsoft Account is now working again (in both Nokia Lumia 1020 and HTC One). The Facebook SMS did not arrive on my Nokia Lumia 1020 and the HTC One showed this:
JohnR confirmed the message was delivered and accepted by these handsets. It seems Windows Phone just dumps the SMS if it can't be translated/used/show, while Android at least gives an error message.
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