Qualification:
I’ve heard various rumors, some of which seem to be true, such as that the phone works even when it’s turned off and maybe records all the time you’re talking, and with neural networks you can find out what you said, even if you were ten meters away from the phone and in another room, you can use the neural network to improve the sound quality and still know What did you say.
There is also information that the phone can see through objects, so gluing something to the camera will not help.
I don’t know what to do, I’m scared. Do you have any ideas on how to save myself from this if I live in the city and use my smartphone?
Others have explained pretty well how to examine your threat model, and what is realistic and what is not.
What I notice though, is that you seem kind of panicked. You’re worried about a myriad of different threats. Is there something that has happened in your life that has drastically changed your threat model or did you just read a lot and start worrying?
If it’s the second, slow down. Things won’t drastically change. Pick one thing (Let’s say the recording without your awareness aspect), read up about it, just not on conspiracy websites, understand how privacy controls work, what they can and can’t control, how the OS handles these things, etc. Look at what your settings in that regard, look at what you want to change (if anything), and how it affects your day-to-day life. Live with the changes for a while, until you get used to them. Then move to the next topic.
If it’s the first, then still look at the different aspects one after the other. You won’t be helping anything by panicking.