Anybody with a router is likely setting up, or already has set up intelligence gathering tools.
As demonstrated in CHAZ, some clever folks set up free WIFI points around the area and snared quite a few ANTIFA/BLM/JBGC. They created a map of who was communicating with who.
OPSEC dictates probably the best strategy is to leave your phone at home, but nothing is perfect.
I would also take the time to encrypt your phone contents and set up an actual password, not face unlock or fingerprint. If you get picked up by LEO, remember your right to not self incriminate, enumerated in the Fifth Amendment.
Food and water would be essential items to bring with you, bring plenty for yourself and some to share if you want. A small first aid kit wouldn't be a horrible idea either.
Stay together, make plans and backup plans and rally points if you get separated from your group.
God bless you and be safe. I'll meet you all there.
EDIT: the comments here have excellent suggestions, I only watched a couple DEFCON videos a few years ago about WIFI activity being intercepted for intelligence gathering purposes. Heed the advice of people more knowledgeable than myself.
As a law student I'd like to reiterate a great point you bring up.
Never, ever talk to the police. If you are arrested and get mirandized, you need to UNEQUIVICALLY invoke your right to silence and your right to counsel. They are RIGHTS.
"I invoke my right to counsel under the 6th amendment and my right to silence under the 5th"
Questioning must cease when you do that. But for the love of God, do NOT speak again. Talking after that point can be interpreted to be waiving your rights and statements made against you can possibly be admitted into evidence. Hell, even if they violate your right to counsel or silence and you say something like "I have never touched a gun" they can STILL use that to impeach your credibility on the stand even though they can't enter it into direct evidence.
-Not an expert, so everyone should do their own google.
But: it's "am I being detained, or am I free to go?" -- if there's probable cause to stop you (someone saw XXX description, around the corner .. and you match), then they can detain you for questions, don't have to make an arrest.
-The cops are not your friend. They are not going to be chatting you up to grab beers. Stop incriminating yourself. Stop making statements to be used against you in court. And if a cop keeps asking the same question .. particularly with "different phrasing" they are really trying to find an inconsistency to peg you.