It's supposed to appear above the girl, on the roof of the bathroom, but I don't think there's a legitimate way to make it show up in the current version. As for an illegitimate way:
You can probably edit the save to just skip the cat event in the park. But what I did was use the RuntimeUnityEditor plugin for BepinEx 5.4, and force the cat-feeding animation to play. After that I was able to grab the phone and blackmail her naturally.
Edited to add: For save editing, it looks like the variable "G_B_10" is used to remember whether or not you've grabbed her phone. For runtime editing, you can trigger the relevant animation by activating ===Place/Park/Obj/NPC/SportsGirl/Sports_Girl_NekoEvent_1_0
In the current version I believe you need to actually press the buttons in the last page of her stat screen (accessible from your phone) to unlock these things.