“To connect to this advanced secure customer … bla bla … go through WTS, then when you connect follow the instructions on screen”
No problem.
WTS.
Start connection to this bank.
Enter PIN. What PIN?
Try $company Authenticator app. Rejected.
Try Microsoft Authenticator app. Rejected.
Try RSA SecurID app. Rejected.
Reset the fixed PIN for the RSA app to be sure.
Try RSA PIN. Rejected.
Too many PINs. Your device is locked.