This article addresses the situations in which:

• An employee of a US-based company travels or moves abroad and needs to use an international phone number for MFA.
• Any user who is outside the US/Canada and wants to register their numbers for Okta SMS Authentication and Voice Call Authentication MFA.

And they are promoted with the error: 

You do not have permission to access the feature you are requesting

• Multi-factor Authentication (MFA)
• SMS factor

• The employee is traveling or moving abroad
• Users outside the US/Canada

• The employee can use an international phone number for MFA as long as the organization has the International SMS feature enabled. 
• If unsure if this feature is available for the organization, one can either get in touch with the Okta Account Manager of the organization or open a ticket with Okta Support.