So think this way, each time a new user registers to your mendix app, you need to create a CredentialsObject as per the action given by the module.
Associate this credential object with a User object or account object.
Now the task is on the login, when the user is successfully enters username, password, you can use this module https://marketplace.mendix.com/link/component/66443 to have a microflow which can use the authenticator modules “Check Validation Code” action to check the code entered by the user.
I know this is a little long shot but worth a try if you are still working on finding a solution.
Good luck