You need an apple ID. You cannot create one without using an apple device.
What ultimately helped after weeks of trying and tinkering was installing VMware Workstation, patching it to enable macOS support, create a VM with the specific hardware configuration of an older MacBook, install an old version of macOS and do the 2FA from in there.
Think of it this way: if you required an apple device in order to make an Apple ID, then literally every single podcaster on Apple podcasts (which is still the dominant app for podcasts) must own an Apple device.