You can use the wynern to breath fire on it and follow it round during the heatwave it makes easier to trame without using a random flyar and hit it with a trouch

You can look for it with a parasaur when heatwave isn active...it can detect an ash pile...i got lucky and found one after 5min

Find a phenix during a heatwave and follow it until it ends. The phenix will turn into ashes and land on the ground but will spawn right back at the same exact spot during the next heatwave. Build a trap 6 blocks high so I can't glitch out and you have yourself a trapped phenix to tame:)

Fun fact! You can tame the Phoenix by hitting it with a torch so you don’t have to waste you’re time shooting it and missing and what not just wanted to help everyone out because this creature is definitely something worth getting