NAL
As a minor, you can’t do much. Involve Parents and let them talk. The parents will have to visit the school physically.
They are illegally keeping the phone in their possession. Even if the phone doesn’t belong to you, it still is a property of your parents.
However, truth be told, if its a private school, and they have written rules and regulations that say phones are prohibited in the school, then even your parents will have to comply a little or negotiate a little unless you want to get kicked out from their school.