Phillips showed his immense potential with two superb tries at the end of each half as the young Welsh sides tried to make the most of their limited chances against a more physically dominant home side.
In the end it was six out of seven penalty goals from Scottish full back Peter Horne that settled the game and gave the Scots, coached by Welshman Eamon John, their first win in the championship since 2007.
There were plenty of encouraging signs for new Wales coach Davies. Dan Watchurst had a good night on the loose head side of the front row, James King at least matched the Scottish enthusiasm and vigour in the back row and there were nice touches from scrum half Rhys Downes and experienced full back Jason Tovey.
“We gave away too many penalties and made too many errors. We will have to tighten up our discipline before we play England next week,” said Davies in his post-match verdict.
“But we scored two good tries and didn’t concede any. There was plenty of enthusiasm and effort, but we need to be more accurate when we have the ball.”
The Scots dominated the opening quarter and Horne kicked his first two penalties in that period to give his side a 6-0 lead. Wales did well to hang on in the face of constant home pressure and they managed top hit back just before the break.
Tovey kicked a penalty after 37 minutes and then converted a wonder try from Phillips after Wales had quickly moved a Scottish turn over into the hands of their right wing 60 metres out.
Phillips went outside his opposite number over half-way, turned inside to beat the full back and then sprinted the length of the 22 to beat the covering defence. It meant that in the space of three minutes the Welsh side had turned a six point deficit into a four point advantage.
The Scots went back onto the offence at the start of the second half and Horne’s third penalty three minutes after the break cut the gap to a single point. It remained at stalemate for the next 20 minutes until the Welsh side conceded three more kickable penalties as time began to run out.
Horne hit the mark with all three in a 12 minute purple patch to hoist the home side into an unassailable eight point lead.
There was just time for Tovey to cross kick into the arms of Phillips with the last move of the match to enable the Ospreys flyer to give the fans another taste of his devastating finishing, but not even a successful conversion was enough to give Wales a win.
WALES: Jason Tovey (Dragons); Kristian Phillips (Ospreys/Neath), Nick Reynolds (Llanelli), Ashley Beck (Ospreys/Aberavon), Adam Hughes (Dragons Academy/ Bedwas); Dai Langdon (Dragons Academy/Ebbw Vale), Rhys Downes (Blues Academy/ Pontypridd); Dan Watchurst (Dragons Academy/Bedwas), Rhys Williams (Blues Academy/Pontypridd), Scott Andrews (Blues Academy/Glamorgan Wanderers), Sam Pailor (Pontypool), Ashley Sweet (Dragons Academy/Cross Keys), James King (Ospreys Academy/Aberavon), Josh Navidi (Blues Academy/Glamorgan Wanderers), James Thomas (Dragons Academy/Ebbw Vale, captain)
Replacements (used): Simon Gardener (Scarlets Academy/Llanelli) for Watchurst 72, Jake Thomas (Cardiff) for Pailor 72, James Leadbeater (Cross Keys) for Langdon 62, James Loxton (Blues Academy/Glamorgan Wanderers) for Hughes 57.
(Unused) Craig Attwell (Dragons Academy/Newbridge), Dan Partridge (Beddau), Matthew Jarvis (Ospreys Academy/Neath).
SCOTLAND: Peter Horne (West of Scotland); Paul Loudon (Durham Uni/Edinburgh Accies), Ashleah McCulloch (Aberdeen Grammar), Robbie Johnston (Leeds Uni/Leeds Carnegie), Grant Anderson (Ayr); Andrew White (Glasgow Hawks), Henry Pyrgos (Loughborough Uni); Gavin Cameron (Stirling County), Fraser Brown (Watsonians, captain), David Morton (Bridgewater), Nick Campbell (Glasgow Hawks), Richie Gray (Glasgow Warriors), Struan Dewar (Heriot’s), Chris Fusaro (Heriot’s), Stuart McInally (Watsonians)
Replacements: Finlay Gillies (Heriot’s), Douglas Orr (Haddington), James Taylor (Loughborough Uni/Dundee HSFP), Tom Drennan (Edinburgh Accies), Peter Jericevich (Glasgow Hawks), Robbie McGowan (Stirling County), Adam McKenzie (Northumbria Uni).