authenticator

I've just got my new iPad, updated it, and have installed Microsoft Authenticator. I've put in the same credentials as on my phone but none of the accounts have been copied over. I want to be able to use both my iPad and my phone as 2FA devices, especially as I may be reformatting my phone...

At some point I'm going to be changing my mobile phone. I currently use a Lumia 950. Now, I use my phone for 2FA, some via SMS but some - like OCUK - via the authenticator app. As long as I keep my phone number, the SMS authentication will be fine, but I'm worried about the authenticator app...