Can you make it so, when your phone connects to the Hc-05 on a Arduino, a variable changes?
Detecting successful connection with HC-05

The HC-05 can be configured to do what you are after.

Search for "POLAR" in the AT set documentation.

AT+POLAR=0,1 


should be what you need as per their examples.
Hook up PI09 to your arduino and wait for it to go HIGH.
You may even want to wake up your arduino with an hardware interrupt using that signal.

Depending on your package, this may require soldering to the HC-05 module.
The datasheet features a pinout in that case. Be sure to checkout the manual of your breakout board first.