I'm going to play Devil's Advocate here for a moment because I don't think we have anything saying this didn't happen this way.
Most people her are implying KKL drove 800 miles to get a phone, and drove 800 miles back home. Making it hard to buy that she was afraid of PF. We don't know when KKL got to Colorado. Maybe she showed up, on invitation by PF, while KB was still alive. He invites KKL to visit, and tells her to hang out at his house, or a hotel, or wherever, because he needs to go get his daughter from KB (who he's seemed to tell several people he broke up with, so KKL probably thinks this too). He leaves, and when he returns, with child, he tells KKL he killed KB, and she needs to dispose of this phone (or some evidence). Well now she realizes he really was serious about killing her, and she's in the room with him...and really is afraid. So she agrees to do what he asked.
This seems a lot more plausible, to me, than driving 800 miles to pick up a dead person's phone, or to assist in a murder. If this story holds weight, she should have left with the phone - directly to the police. But, we also don't know she drove to Colorado with the intention of KB dying, and her hiding evidence. She may have gotten caught up in it, after she was already in Colorado.