If you have an account on exchange and activate 2FA. You should back up the activation code that will be used as recovery code too.
If you don't back up that code, when your phone gone, broken, you will can not recover it by yourself.
The option left is request support from that exchange and wait. They will require you to provide some information, KYC to remove your current 2FA, then you will be able to set it up again with a new activation code that you must back up.
I have tried to open my account but the recovery method also can't and yesterday I tried to recover using my cellphone number but when I entered the code it couldn't work... I'm currently confused, is there another way to retrieve my lost account?