If the building has no specific policy then you need to create one for your classroom within reason and have it written down. Don't ban phones from being in the room if they are allowed before and after rehearsal or allowed in the building and to be used during passing periods and lunches. Make a policy for rehearsal. Are you using a tuner on their phone at all or allowing them to take pictures of their music? If your building has one in place, remind the kids for a few days of what it is and then start enforcing it. If not, get one done, approved by admin, sent home to parents, (don't ask for a signature just send it as an update to classroom expectations), warn them for a couple of days and then start enforcing it.
AVOID "taking" the phone as this may not be supported by the district and may create more problems than it solves. This puts you responsible for a very expensive device and possibly in possession of inappropriate, underage material depending on what the kid has on there. If it were me and I was picking it up for the remainder of class it would never leave the front podium so all could see it and it would go back to the student immediately after class unless the building policy dictated I turn it into the office.
I would continue to use it as teachable moments. How many adults do you see driving down the road on their phones? Watch teachers during faculty meetings, bus duty, hallway duty, etc. When the adults are just as quick to grab the phone on a down would we expect any less from the younger folks watching them?. Are kids missing entrances? Are they only going to it when you are working with a section and completely tuning them out? Can you direct them to do something, (finger through), to keep them engaged when you isolate a section? The more engaged they are, whether playing or not, the fewer issues you will have.
Suggestions on engagement when isolating other sections:
1. Ask other sections questions to engage their ears - while working with Trombones ask the Flutes if that was better or worse etc.
2. Keep all sections fingering parts all the time
3. Isolate a section but keep more sections playing and even change it up. Rep 1 is Flute and Trombone. Rep 2 is Flute and Trumpet. Ignore the other section and work the flutes but keep others engaged and random so they can't shut down mentally
4. Have the students sit holding their instruments in certain ways. You could have a "podium" posture that has two hands on the horn even if it's on their knee resting. This keeps their hands away from the phone or their neighbor. Think about a concert performance. Usually horns are across the lap until you step on the podium then they move to the leg then they move to playing position. Hold that same standard in rehearsal and define "podium posture" for them so they know just because you walk off the podium to get closer to a section doesn't mean the horn drops to resting position.
5. Keep rehearsals moving. My daughter used to complain about her band class and the kids would "time" how much they played. She would come home having played for less than 5 minutes in a 50 minute class. That is NOT okay.