I would say that 2 and 3 have very similar meanings.
In sentence 2, it is understood from the words "don't have" that something is not with you at the moment. The word "now" or the words "right now" focuses on the present moment. For example, you do not have your phone as you speak. Perhaps someone has borrowed your phone and will return it to you shortly. (The situational is temporal.)
In Sentence 3, "with me" focuses on the fact that your phone is not in your possession. Both sentences 2 and 3 should not cause confusion as they have pretty much the same meaning.
Sentence 1, however, may convey a slightly different meaning. We can have our phone ON the bed, ON the car seat and so on. If something is ON us, it means we may be wearing it while carrying it around. (e.g. He put ON a green shirt, She put ON some makeup, He hooked his phone to a lanyard and wore it around his neck, so he has his phone ON him.). This is one difference I can think of.
Just a side remark: Your "a" should be "my" in sentence 1, since the other person is asking for your number which can be found in "your" phone. I am assuming that some people don't bother to remember their phone numbers since they can easily be retrieved from their phones.