How can I get my phone back, There is no warrant for it nor did I consent for them to even have it to hold on to?

Complain to his superior. Do not consent for him to go through your phone. If he had a basis for a warrant he would have already secured one. He needs your consent. Unfortunately this is the type of situation where you may need a lawyer to help you resolve it.

Without probable cause and a search warrant, there is no right to access your phone. You might want to retain a lawyer simply to get your phone back for you. If you go alone, you may say something you should not. Click on "find a lawyer" to speak to a local experienced criminal attorney.

He cannot go through the phone without a search warrant. Do not give permission to search the phone. Contact his superior. Retention of the phone by him after being informed to give it back amounts to an illegal seizure and arguably theft by the cop; not that any magistrate is likely to issue a warrant on your complaint. Don't be bullied, he has no right to keep it or insist you waive your 4th Amendment rights to get back what is lawfully yours and to which he has no apparent right to retain, based on your description of the facts. .

Police like to pressure you into what they later will call a "consent" search if you don't know any better fall for it. Say no the the search of your phone regardless of what nonsense the cop is saying. If he had probable cause he'd get a search warrant and go through it. He doesn't so he needs you to either consent to the search or give him info that might provide that probable cause. See an attorney if he refuses to give the phone back.