If the phone is listed in the FindMy “dropdown” but not on the map, it’s not communicating … for any number of reasons.
If it’s not in the DropDown, FindMy was not turned on on the phone.
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You should also rest assured that as long as the passcode is known ONLY to you and is not easily guessed, your personal data is VERY securely protected.
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WARNING: Going forward expect messages from the thieves - claiming to be Apple (or the police) - attempting to obtain your personal info to break into your phone and/or AppleID.
These are phishing attempts which can appear VERY convincing.
Disclose NOTHING and don’t follow any links they might contain.
They are NOT from Apple or anyone legitimate.