I'm going to a fancy dress (I think cosplay may be the term used in other parts of the world) event wearing an improvised costume in which sweat pants are the only item with pockets. These are not secure pockets and it's far too easy for things to fall out. I need to take money and my phone, and I will need easy access to them to buy drinks, take photos etc. How can I keep money, phone and keys on me and safe? I could have some sort of bag, but that would not go with the costume. Also, to plagiarise House Greyjoy, I do not sew.
Get something that is generically known as a "running belt".
These things are fantastic; everyone should have one. They wrap around your waist or hips, and you can wear them under just about anything.
Whenever pockets are not ideal or completely absent (running, cycling, beachwear, costumes, too much to carry, pockets too bulky, hiding cash, etc…), these things are a lifesaver. And if you frequent water/theme parks where your phone might get wet, they even come in a waterproof version.
Product Search: Running Belt
If your colsplay clothing allows for it, find the pouches that hang around your neck, and and are worn underneath your clothing.
Image taken from KevinCoffey.com, though, it's unclear if the website's owners hold the copyright, or if the image is from elsewhere.
These are often advertised for travelers or people going through airports. It keeps your valuables safe from pickpockets, and with most cosplay outfits, it should be possible to easily pull out the pouch when you need something important.
How you conceal your belongings will depend both on the structure of your costume and the ease of access required to your belongings.
If you have a clear division between the upper and lower portions at the waist, and the costume is not snugly fitted at the waist and hips, a runners' belt or travel belt, worn around the waist under your clothes, can provide easy access and hold a fair amount of property. While this works for your specification of "sweatpants," you didn't describe the rest of the costume, and if the upper portion is more than mid-thigh length, accessing the waist belt will become increasingly difficult the more length you add. (The exception here is if the upper portion has any slits that would allow you to regain access to the pouch.)
If the waist belt is impractical, and the upper portion is more loosely fitted, a neck pouch worn under the top can help. The downsides here are that it can become heavy and uncomfortable with the phone in place, it will move around under your clothes and can be visible even in most loosely fitted garments, and can be awkward to access. Additionally, if the neckline is too snug (a dress shirt collar or a turtleneck, for instance), you will lose access to the pouch.
If these options won't work for you, the next step will be a belt pouch. This will likely (but not necessarily) be visible, so choose a nice looking one. While fancier ones exist (I own several), they can be easily made by tying up the lanyard on a neck pouch to shorten it and fix it to a belt or belt loop. If your costume involves a belt or tie-on point of any sort (sashes and loops count here), you have a place available to attach a belt pouch.
If a belt pouch is also out of the question, then I'm sorry, but you're going to have to carry your belongings in some sort of bag and keep track of it. There are only so many ways you can conceal items in a costume without involving sewing. Please do not attempt to hide items in your bra/underpants/socks/shoes. Not only are they inconvenient locations, but you will disgust the recipient of your money.
Source: I am an experienced cosplayer (15+ years) who regularly has to carry multiple items on me while costumed.
When doing "cosplay" myself, I have put some flat items such as money & drivers license in plastic slipcovers or plastic bags, and put them in the bottom of my shoes before putting my shoes on my feet. There is not much room but for just a few flat items it does the trick.
In case your are female and our phone is not too large, put it into your bra. It might be good to place the small items like money, keys or cards inside a small bag to prevent them from moving on their own.
I'll concentrate on the bulky item—the phone.
Buy, rent, borrow, or steal a safety pin. They come in various sizes and styles. You can paint one if it clashes with your improvisation; so, it will go with your intensions no matter how discerning your critics may be.
Slip your phone into either one of the pockets of your costume, get-up, attire, clothing, ensemble, garb, uniform, livery, togs, apparel, gear, or what have you and pin your pocket shut.
Here's the good part. When you want your phone, undo the pin and retrieve your equipment. When you have finished using your phone, put it back into your pocket and REUSE the same pin to safely store your phone on your person again.
NO SEWING is necessary or required at any point
You can use this procedure as often as you want so long as you don't lose your pin, phone, or pants.
Really, if something like this drives you to seek help…