Not an issue yet but will be soon I imagine… I broke my old phone and got a new number and now cannot redownload the authenticator to my new phone as it requires either SMS confirmation (to a number I don’t have anymore) or authenticator authorisation which I obviously can’t do either as I can’t download it!
Cannot change my phone number on the account either without authenticator!
You will need to open a ticket to get your old authenticator removed. This will involve attaching officially recognized ID to prove you are the account holder (for hopefully obvious security reasons).
Once removed you can add the new one, then make sure to Screenshot the Serial ID and restore codes from the auth app and keep them somewhere safe. This way, if you lose access to your phone, you can re-setup the auth on a new one using those restore codes and it takes over with no issue.