I trade on several exchanges and I always use 2FA. I backed-up all the codes of the google autheticator.
However, I realise that I never printed or took printscreens of the QR codes from the exchanges. Is this necessary?
I have difficulties to retrace these codes on all the exchanges....
The QR code is simply a computer-readable version of the google authenticator secret.
If you didn't save a copy of the secret, you can get it again (or perhaps get a new one) by disabling and re-enabling 2fa. I wouldn't rely on the site believing you when you tell them you lost your phone.