With regards to Privacy Settings the following screenshot shows whether you are on call with the person you are speaking with.
It should really be shown on the home screen above all other information on your accounts so its clear and visible if someone from Monzo is actually speaking with you.
I have only found this out today after scrolling through all the features in the app after I have taken a call via a scammer claiming to be Monzo.
This would have been helpful way before now to know in advance.
All I can hope is Monzo can claim the money the Scammers have managed to take out.
Add the below screenshot to the home page for better security.