Fénix de faroluz

If you can't exile enough cards to meet or exceed the required mana value, you can't choose to collect evidence at all.

Once you've announced that you're casting a spell, players can't take actions until you've finished doing so. Notably, opponents can't try to remove cards from your graveyard to stop you from collecting evidence.

You can't exile Lamplight Phoenix from your graveyard to pay the collect evidence cost of its triggered ability.