There we go, the direct link worked right away. And on that page I finally see the notification you had mentioned previously (though I don't need it now). Thanks for the help!

I don't see any notice on either the preferences page or the login page that I'm taken to after clicking "Manage" for 2FA. After logging in initially I end up on https://en.wikipedia.org/wiki/Special:Preferences, and after clicking "Manage" I'm taken to https://auth.wikimedia.org/enwiki/w/index.php?title=Special:UserLogin&returnto=Special%3AManage+Two-factor+authentication&returntoquery=&warning=exception-nologin-text, neither of which has a notice at the top of the page to use a local version of the page.

I just now saw this email and went in to disable my old key, but it asks me to re-authenticate during the removal process which goes to auth.mediawiki.org.