You always need to ask: which data do you want to protect.

If its position data and calls: nothing, it really doesn't matter what phone you use if the connection is not secure.

If its communication via messenger like matrix: you are already quite good protected with graphene os and matrix from a safe source.

If its Trojans from the police: don't download any software/apps/services that are not open source and widely reputable. (Most rich western states can probably still get full control if they want to because of zerodays)

If you want privacy for calls: get a simcard without your name/Iban/PayPal/creditcard etc attached to it in any way (prepaid with cash), Reset the phone, drive somewhere where you don't work or live with phone off Insert simcard and turn on phone. Wait Turn off phone and disable sim card Use only WiFi until you really need sim service (best not at your home or work).

If you want to protect data on phone: don't have biometric login (you can be forced to put your finger on the sensor, you can't be forced to type in a password as easily)

Netguard, shelter, only FOSS software, regular updates, no cloud, no google is never a bad idea, also only communicate via safe encrypted protocols (matrix, xmpp, pgp, https, etc., NOT WhatsApp, Facebook, unencrypted mail, http, SMS, calls)

EDIT: people here mentioned that graphene has a build in firewall, which you can use instead of netguard. I have netguard running though as I know the interface and options, have separate profiles for shelter and normal and don't use a VPN anyway.