Thank you all for your time and advice. Unfortunately none of these options will work for me. I'm going to try calling the bank again to see if I can get someone more accommodating on the phone who is willing to do a workaround for me.
I guess I am hooped then, cause I'm already in NZ with my Canada phone.I thought I had set up all my apps to have alternative 2-factor authentication methods, but I'm having problems with one of my bank apps and they have no solutions for me if I can...