Hi Stevica, Not sure if I’m missing something, but if you have friends in the U.S. (or heck, I’m happy to help if you want), they can easily get you a prepaid SIM card (at a supermarket) that you can keep topping up (to maintain the number) just so you can have a U.S. number on hand. As you probably know, there is no need for an ID or anything to purchase a SIM card, and even registering/activating it only requires a name, address and email.
You don’t even have to buy any data plan or anything for this phone line, incoming SMS is normally free around the world, as long as you maintain a small balance in your phone account.
The SMS verification step is surely needed to activate your debit card, but remember that often banks use SMS as a secondary factor authentication whenever you log in online from a computer it doesn’t recognize. If you have “business” in the U.S. (I know debit card isn’t considered a ‘business’), I recommend you maintain a U.S. phone number - just like I maintain several European phone numbers for each country I have business in. Once you have a number, you should be able log in to Capital One account online and change your phone number there…and when they want to send an SMS…voila!
Did I overlook anything here? Thx!