Buy a burner, keep the battery out until you arrive at the protest, remove the battery when you leave the protest. Don't store any phone numbers in that phone.
Not that protesting will do anything anymore, that time has come and gone
There's just no fucking way you should go to a protest with your daily driver, secure or not.
I also wouldn't go without any form of communication. You need to be able to receive information from organisers. Maybe go with a buddy who has a burner and not take anything yourself, but expect to get separated if you're in a larger group.
I personally wouldn't be too spooked beyond that, but of course it depends on the level of "activism" you're going to be involved in. As in I wouldn't dick around taking the battery out, and I'd save relevant contacts in the phone.
They're not going to go all CSI miami on your device and your contacts. If they ask you to unlock your phone they will just be looking for selfies of you doing something incriminating.
I still remember some of my school friends' phone numbers form 30+ years ago, but I have difficulties remembering new people I meet. My brain is weird.