Everything I read recommends placing the flyback diode as close to the and directly across the inductive load as possible. If the diode was in the car phone, then would that expose other circuits/components in the vehicle to some kind of side effects?
In between the inductive load and the car phone is a load of wiring. The inductance of that could affect the car phone output, which is a reason to put the suppression in the car phone.
There is no harm in suppressing in more than one place.
I would definitely not use a simple diode to suppress the coil on a relay that is driving a car horn. See the thread here:-
https://www.electro-tech-online.com/threads/diode-on-relay-coil-downside.167257/
Car horns are highly inductive and slowing the rate of change of current in the relay coil by a lot runs the risk of the contact burning. The peak current that a horn takes may be well over the rated current. I've just measured the resistance of the two horns on my car, and it's around 0.3 Ohms for the two in parallel, so peak current around 40 A. The horns themselves have contacts that open and close as the diaphragm vibrates, so the average current is far less.
If you run a horn from a relay that is opening slowly, you risk welding the contacts. That will leave the horn turned on which will annoy the neighbours, may burn the horn out and will kill the battery if left running.
You can put a 30 V zener in parallel with the MOSFET (as long as your mosfet is over 30 V). It will also mean that there is no risk of powering the car phone from the horn feed.
Actually, I suggest a higher voltage zener. Use a zener a bit lower voltage than the MOSFET's peak rating.