All they have is a list of names and numbers. There is nothing illegal in that. You could be just a friend of this lady and, based on the fact that she was prepared to have a chat with you in the street months later, thats what you were, friends.
Also, if the Guards have this list since February, you would have received a call by now if they were going to do anything. It might be no harm to get rid of the phone if it makes you nervous, phones get lost every day.
If you are going to continue punting, get a separate 'pay as you go' sim and leave it somewhere safe, only to be used for extracurricular activity. Good luck