You haven't been around many actors, have you?
Plus, they spend 99% of their time "in costume" sitting around killing time waiting for a few seconds of scene to be shot. Of *course* they'd keep their cell phone in their costume. Where else would they keep it?
Makeup table, with the costumer, off-screen. You don't want to run the risk of ruining continuity because of the flash of a cell phone on screen.