Yes, it’s better to use a phone OS and/or phone hardware that does not do that, or can be relied on that off means off. And yes, even then it’s still possible that firmware blobs do nefarious things.

WRT Mozilla location services: I’m not 100% informed, but there’s yet another alternative. Community-driven iirc.

My bank does not require Google integrity checks. Change your bank?

And yes, cell tower triangulation is always a thing even on dumb phones.