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.
I think the only reason we have phones is because they are surveillance tools and also for propaganda purposes. I have no way to prove it but I have a strong feeling the government was behind the initial technology for them (or stole it from the true inventor) and then released to to certain companies to further develop the technology as long as certain backdoors were always kept in place.