Of course they have his phone...that is how they knew about the "flurry of calls" and that his last call was to JW at 11:54. I also believe that is how they knew JW "lied" about being contacted Wednesday night, not Thursday morning.
Is it also possible that they knew about the flurry of calls from interviews with other witnesses/employees? I would love for them to have SS' phone, but that hasn't been released. If DW was using it to communicate with anyone, I would think he would want to make sure it was destroyed in one of the fires.