You are correct there; the modern tendency on the integrated SoC with baseband processor having DMA access to the OM memory space is bad, and made worse that it actually requires the OM to run part of the BB code (which of course is totally closed)
To make matters worse the SoC IP vendors are not the most trustworthy companies out there; the most successful is an offsoot of the US military and the rest are Chinese; your call on which you'd like to place your trust on!

This can be amended by having the network-related parts in totally different HW; like in a laptop you have the 4G modem separate from the computer in an USB dongle. Also some tablets do have separate the internal modem but for phones, I know of only one design that is following this pattern and as we all know it is making very slow progress at the moment

In any case, the mobile networks can of course track and identify you because that is how the network is supposed to work. You can only try to use encryption on all traffic you send through the networks, you cannot hide that you are communicating.

As for trust; yes I do trust my computers which don't have integrated-baseband modems in them; because I have a *lots* of computers, and they are pretty old
It is possible that every possible piece of HW in the world is compromised byt I find that scenario unlikely. There are lots of people around looking at these things and they would be noticed.