CONCLUSION: IT IS NOT AN ISSUE
>> The problem was that I had added my current IP address plus the default local IP address 127.0.0.1 to the WAF 'Never block these IPs' field that made AdminToolsPro do not stop the access from my (both) IP's. That do not mean that Two-Factor Auth was not working if visited from other IP's
>> MY FAULT: Sorry for taking your attention & time with that.
Rgrds,