Has my iPhone 12 been compromised?

Your phone has not been compromised. Your phone is safe from malware as long as you keep it updated to the latest version of iOS (currently 15.3.1). And there is no way to scan for malware, for the same reason it can’t be infected; a scanner app would need to have access that iOS blocks for both the scanner and for malware.

Hello,

You did the right thing in long pressing the link to verify the URL. That is recommended in the below article from Apple. If this was a text (green bubble) you might want to consider reporting it to your cellular carrier. If it was an iMessage the article gives reporting instructions.

Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

"How to identify fraudulent emails and messages

Scammers try to copy email and text messages from legitimate companies to trick you into giving them your personal information and passwords. These signs can help you identify phishing emails: 

• The sender’s email or phone doesn’t match the name of the company that it claims to be from.
• The email or phone they used to contact you is different from the one that you gave that company.
• A link in a message looks right, but the URL doesn’t match the company’s website.2
• The message looks significantly different from other messages that you’ve received from the company.
• The message requests personal information, like a credit card number or account password.
• The message is unsolicited and contains an attachment."

"2. To confirm the destination of a link on your Mac, hover your pointer over the link to see the URL. If you can't see the URL in the status bar in Safari, choose View > Show Status Bar. On your iOS device, you can touch and hold the link."

I hope this helps.

No.

If you have not jailbroken your phone, you don't have any "malware".

Very helpful post; thanks for extending the advice on this thread.