Possible scam and how do I find out if they were able to steal any of my info?

Please read Phony "tech support" / "ransomware" popups and webpages.

It's just a pathetic scam. No one is connected to your phone upon ending the call.

What do you mean by "access your phone"? No, they can't hack a phone or anything like that, but if you call somebody then likely your telephone number is in their caller history. All they know then is that telephone number XYZ called them at some stage in response to a phishing email, but there's not really a lot they can do with that. Maybe also get your name if it is in caller ID. Unless they then try to escalate it using your name and number to try to do some other scam on you that's all they have from this.

There is no way they could access your phone unless you downloaded software that they suggested you download.

I meant the hack part.

They probably don't know anything other than they almost got you and your phone number is active. Mind you, given the reaction they just got they are unlikely to call again, but if they do you know to hang up again.