KI 1257 How to use multi-factor authentication when you have no net or mobile coverage
The Authenticator app then basically acts as a code key.
To achieve this, you must first change the default method for two-factor login. (See KI 0799 How do I change the default method for two-factor login? For a detailed description.)
On the My Sign-Ins page, change the login method to Authenticator app or hardware token - code:
Then you will be able to use a code from the phone which Cisco AnyConnect will ask for, without the phone having coverage.