The only way to be sure is to get a Faraday cage / bag. You can get them on Amazon fairly cheap. I have a couple for my phone and one for my laptop. I don't really use them currently but I have them if I ever need them in case I need to move without being detected but still have the phone with me in case I end up needing it.

I tested it myself by putting the phone into the bag while listening to a video with bluetooth headphones connected to the phone, it fully killed the signal.

Also you should cover the camera on your phone that faces you at the very least. I do this for my phone and laptops.