Got the same problem with identity verification SMS (in my case kleinanzeigen.de).
If I put my SIM in another phone it works fine. Checked all the available settings for filters, but the problem persists. In the pre-installed messenger, there is a ‘built-in blocking functionality’ which apparently can`t be modified and which I at the moment suspect to be the troublemaker. On the other hand the ‘blocked messages‘ folder is empty and I`m having no trouble receiving SMS from private phone numbers.
Would be happy if anyone could help or if Fairphone/eFoundation found the cause, since this seems to be a reoccuring issue over the years (see e.g. SMS do not arrive under e/OS )