I am finding that pics and videos are also getting saved to my phone as well as the Osmo SD Card. How can I only have them saved to the Osmo SD Card ONLY and I can download whiat I want to my phone?

Hi,
You find the pictures and videos in your phone's Cache folder, don't you?
In the DJI GO App, enter Gear setting->Cache: Clear Video Cache/ Video Cache/ Auto Cleanup Video Cache(Larger than 2 GB), you can choose to turn on/off those features.