What to do when my iPhone number is compromised?

How has your phone number been compromised? If you mean what I think that you mean, you’ll have to go to your service provider and at least tell them about it, maybe ask for a new one. I‘d also replace every sms-based 2FA with another option.

phone numbers as such can't be compromised, if you are worried you need to have a talk with your carrier

but if you fear your apple account is compromised then read

If you think your Apple Account has been compromised - Apple Support

What do you mean by your phone number being compromised? You give your phone number to people all the time.

If your phone number has been compromised talk to your telephone service provider about getting a new telephone number.