But don't you think Mycelium and Exodus are relatively safer than other smartphone wallets?
Exodus is also closed source, so no, another poor choice. Mycelium maybe "relatively" safer, as you say, but all hot wallets and inherently more risky than cold wallet or hardware wallet alternatives.
Even if we buy a hardware wallet from the ledger nano or trezor official website how can we be sure that the device is not compromised on it's way to the customer.
Each hardware wallet has their own way of verifying that it has not been tampered with, from tamper-proof packaging to cryptographically secure handshakes with the manufacturer's servers. It all depends on which hardware wallet you have purchased.