This all sounds completely sensible. And yet, being caught by the police with two phones would probably be a big stupid red flag for them.
In Uganda carrying two phones is completely normal. Many people have one for work and one for personal use, or simply because they can afford a second phone. Police wouldn't think twice about it.
Having two phones is more common than you think, and has a very plausible explanation even if it's not true for the particular individual: One is my work phone, issued by my company, other one is mine
That happens all the time