The problem with 2FA for me is that I am underground for a good part of my day, without reception.
I use google voice to get notified of calls and voicemails so I can be fairly responsive, but obviously using another service that can be accessed in multiple places defeats the point, especially when owned by the same people.
If there is no existing offline OTP authenticator for Windows phone, FreeOTP is open-source. Perhaps someone will port it over: https://fedorahosted.org/freeotp/
I use google voice to get notified of calls and voicemails so I can be fairly responsive, but obviously using another service that can be accessed in multiple places defeats the point, especially when owned by the same people.