I am very confused what you mean that a phone doesn't count as a 2nd factor.
Your password is factor one.
An OTP is factor 2, whether it is on a phone or a yubikey makes literally 0 difference practically. It is a "something you have".
If you need biometric unlock to get into your 2fa app or on the yubikey itself, that is a 3rd factor of "something you are."
If you are very worried about someone compromising your phone app and already knowing your password, (which is not how 99% of intrusions are done) then put a pin or fingerprint on your 2FA app and it is back to being a secure 2nd factor.
The probability of someone breaking into your phone, hacking your bitwarden password, and having a fingerprint exploit that allows them to break into your 2FA app is like 1 in 1 billion unless you are like top 1000 most important people in the world. But as a thought exercise, a dongle indeed has the potential to be more secure because it is an additional "something you have" to your phone.