One of my credit cards has the same security measure, but claim that they'll approve the payment first, and just lock the card until they can verify if it has been compromised.
It didn't help that this occurred at the same time as my main CC was being frozen for actually being compromised.

You should be able to ask your bank to relax its security settings, or get a new separate card with a small limit, that doesn't have restrictions, to use on foreign & online purchases.