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I've checked the SMS confirmation widget, unfortunately, I believe it is not possible. The countries are listed and part of the widgets function is to set the country code when chosen for convenience. If you set the number starting at "0", it might confused the widget to what country the phone number should the text confirmation be sent, but this is I'm not quite sure.
It would be best to have the correct phone number, including the country code at the beginning so that it can be validated properly.
I hope that helps.