commerce_customer_address
Commerce customer profile uses an address field, whose columns are defined by the addressfield module.

It's not possible to alter those columns without writing code, so you're out of luck.

Also, I'd imagine that removing the state field would incur quite a bit of extra work, as existing validation/submission functionality would need to be overridden.

The easiest thing you can do is add the telephone number field to the profile type entity itself, and use a form alter or CSS to remove/hide the state field.