E24
Create an account on NextDNS and set your dns address to it. That way it will log all the outgoing traffic for you and you can even block IPs.
NextDNS also has a feature that blocks all connections except the 10,000 most visited websites in the world. This can block all unwanted connections.
Secondly install a networking monitoring tool like a firewall on your phone. Such an app can log all connection in and out and can help you "see" if anything shady is happening on your phone.
Although if your phone is infected with anything sophisticated then it can bypass what i suggested.
The only way to deal with a such sophisticated infection then would be to put it behind a router that has monitoring enabled with no other way to connect to the internet for the phone.