I installed NoRoot Firewall as suggested in another comment here. So far NoRoot Firewall has not detected any activity from anything unusual running in the background (either idle, screen-on, or charging).
What was weird though was that if I open the Nokia camera app, it tries to talk to edge-star-shv-01-lhr-facebook.com, edge-star-mini-shv-01-sof1.facebook.com & edge-star-shv-01-sof1.facebook.com. I believe this is due to the facebook live-broadcasting feature built into the Nokia camera app, although I have not got it logged in so not sure why it is phoning home just when I open the app.
I'll keep running foir a few more days (I cant use my usual VPN at the same time as NoRoot Firewall so dont want to run indefinitely) and udpate if anything else happens.