Does the oath, "It is forbidden, a divorce if you hold a mobile phone, and I will not return it to you," remain valid after the father returned the mobile phones to the sister?

If you intended that your sister should not get the phone by any means, then you have broken your oath. The ruling on swearing by what is unlawful varies according to the intention of the swearer. As for swearing by divorce, the majority of scholars hold that divorce occurs upon breaking the oath. Some scholars, like Ibn Taymiyyah, are of the view that its ruling is the same as swearing by Allah if one did not intend to make divorce conditional, and in such a case, the swearer must offer expiation for an oath and no divorce occurs. However, if you intended that you yourself would not return the phone to your sister, then you do not break your oath if your father returns it; because in oaths, reference is made to the intention of the swearer.