Hello there bucky1129,
I understand you're looking for assistance with managing where audio is played on your iPhone while also using an Apple TV, so let's see how we can help.
With playing the music on your iPhone while also using your iPhone to control your Apple TV, you'll want to be sure the desired device is selected when starting the music. If your Apple TV is on and in use, it would default to playing the music there so that's why checking this setting first is recommended. You'll want to be sure to open the AirPlay setting before starting the song to make sure it's selected as your iPhone as opposed to the Apple TV. For help with this, check out the section labeled "Stream audio from your iPhone, iPad, or iPod touch" of the following resource:
Use AirPlay to stream audio
I hope that's able to help out with what you're looking to do.
Have a great day!