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To send an SMS from a new Twilio number using bash or zsh, start by setting your Twilio credentials in the shell, then find and purchase a Twilio phone number with available numbers. Next, use curl to execute commands to query and purchase the number, and finally, use another set of curl commands to send an SMS message to a verified Twilio number, specifying the sender's number as the received number, the recipient's number, and the message body. With these steps completed, you can now explore the Twilio API using built-in shell tools and expand your command-line scripting capabilities.