STP set up phone number

I am setting up STP to be effective from 1 July.  I am in New Zealand (setting up a Australian company that we own) so I use a NZ phone number in the MFA set up to receive messages.  This number (with the country code) is not accepted and I cannot modify it to add a leading + or 0.  How can I get this phone number accepted?  Does the MFA process only accept Australian phone numbers?