With a fresh start, I got this working today.
First, some reading on the GitHub issues I discovered that the python auth scripts will look like a different instance than the HA integration UI. So you can’t get a code for UI install that way.
So I moved to using Edge browser. I opened http://http://homeassistant.local:8123 on Edge. I don’t normally use this, so logging into SimpliSafe it saw this as a new machine triggering the two-factor code. ie. Submitting my credentials with Chrome did not trigger two-factor, it was already authorized for 30 days. So it appears to do nothing and it does not return the error with the code we are looking for.
When logging in with Edge I was careful not to click remember me for 30 days, just in case it failed and I needed to do it again. But it actually just worked. Once used Edge and triggered the two-factor, the instructions per the links in UI are 100% correct. You can pull the code out of the error message and it authenticates.