How do I check if someone is using malicious software to track me?

If you haven’t jailbroken your phone no one is using malicious software to track you, unless they know your Apple ID and password. If you suspect that someone does just change your Apple ID password ➡️ If you think your Apple ID has been compromised - Apple Support

If your phone is not jailbroken, there is no 'malicious software' on it.