It is clear that the iPhone or any smartphone (or, for that matter, any cell phone) is not the right product for you. All cell phones collect the sort of data you describe and send it to your carrier, who then shares it with your government. Your location is tracked by all cell phones, because the carrier needs to know where your phone is when you get an incoming call. By law the phone must send its location if you call an emergency number.
As the tracking information is already being shared, you might want to take advantage of it rather than throw it away. If you turn off everything then it's only you who won't know your location (or where your lost phone is); anyone government agency who wants will know it.
That's why criminals and terrorists buy "burner" phones that can be thrown away every couple of weeks and replaced, so, while the phone is being tracked, it can't be traced to the individual.