I'm using a Benq P51 phone and recently faced this issue. When using the two factor authentication from UOB, I'm unable to receive the sms UOB sends. My phone switches on indicating that something is happening but nothing appears in the SMS inbox. I suspect its being blocked.

It appears that the UOB sms is sent with no "from" or incoming number - not sure if this is the problem.

I never had this problem with my old phone, the HP 6515; the telco is the same, M1.