How do I make my iPhone recognize Alexa so "she" can call it when it's misplaced?

I was never aware that Alexa could find your phone. When you say the phone screens the call, what do you mean? Do you have Silence Unknown Callers turned on? Is that what is blocking it? If so, then you need to enter the phone number that Alexa is using to call your phone and add that as a Contact.