Count me in as another fool :) I had not saved the codes either when I enabled 2FA. Was so eager to use the sites and simply went to the next step in the process the last time.
I've remedied the situation over the past several hours. (1) Disabled Google Authenticator (2) Enabled again. This time using Authy, not GA, since the former had cloud backup and across different devices. (3) Took a screenshot [PrntScrn key] of the QR code and key this time.
At one exchange, just to be sure I don't lose access to my coins should I bungle something, I transferred all to my wallet first. Tedious process plus transaction costs. Overkill too actually. But better to be safe than sorry.