Programmatically insert field collection of Phone fields
This code works fine for user entities under Drupal 7:

  $values['field_office_phone'][LANGUAGE_NONE][0]['number'] = '0412345678';
  $values['field_office_phone'][LANGUAGE_NONE][0]['country_codes'] = 'au';


Adapt countrycode to your user's country.
I don't think I'm using Profile2 and there are multiple different modules that implement phone number fields. My server has cck_phone-7.x-1.x-dev installed.