Noman, I don't think this issue is with Zong, I am not sure but I think here the culprit is Jazz. Firstly I moved from Jazz to Telenor, then the 2-step verification messages stopped, after that I migrated back to Jazz, and the messages started working fine, and now when I again moved to Zong these messaged stopped again. One of my friend moved his number from Ufone to Zong, his 2-step verification messages are working fine. So there has to be something wrong with Jazz, they never want their customers to leave this pathetic network unfortunately.