How to change email to which a passcode is sent

I got an email from Lifelock informing me of a breach. To see the information I must click to allow a one time passcode to be sent to me. The email address that Lifelock wants to use is an address I no longer want to use. But I cannot find a way to edit and change it to a different address. How do I change this email?

I am not referring to my account email, but to the email to which onetime passcodes are sent. Where is the setting to change that email address?