Can I still receive the verification code after setting the pin code?

Whether the SMS can be received has nothing to do with whether the pin code is locked. As long as you don't turn it off, you can receive it, but if it is locked, you can't see the message unless you find the password to unlock it. Otherwise, even if you change your mobile phone, you won't see the information you want. Of course, if you turn off your phone before receiving the message, it is not within this range, because you can directly change your mobile phone to receive the message.