Hi Dominique,
I went through your exact problem and I understand exactly what you're asking, you want to be able to hear the keyboard sound that you're playing and the sound from whatever instruction you're using on your cellphone at the same time. And you want to be able to easily control the volumes of both as you do this right? Here's what I do:
1. Bought the small "in ear" type of bluetooth earbuds from Amazon for $40.
2.Connected bluetooth earbuds to phone through bluetooth.
3. Connected phone to keyboard using usb-c to midi cable (but you would of course use a midi to whatever type of charging port your phone uses ie. micro, lightning etc...
4. Plug the big cushion type of headphones that cover your entire ears into the keyboard into the headphone jack of your keyboard.
Now you can practice quietly using whatever midi app you like! And you can control your volumes separately for the keyboard (on the keyboard) and the phone (on the phone) This works great for me! 😀
