I tried with free VPN but still on Play Store that Mixin is not available in Indonesia, then I tried to download the APK file from Mixin but I can't receive the 4 digit code already 6x I re-send the code it still doesn't appear via SMS.
I am able to download it with the method above. But, same as your situation, I can't receive any SMS, I changed several providers and still didn't receive it.
But like Royse said in the review thread, an online number can be used..have you tried this to bypass any potential restrictions?
I never used it before because I don't know if safe it or not, but when appears OTP in public, I think it's not safe, Maybe someone out there waits this moment to create a parallel device.
Go for the bitcoincore method, goodluck

connect with Owner's wallet like Bitcoin core is the next method after we successfully installed Mixin safe on the phone, there is a next step on Safe Dashboard which I think it's not affect anything even if we use other applications like mornin' key because we need installed mixin messenger on 1st step, if didn't, we can't use any method like bitcoin core, mornin key, and hardware wallet.