The lack of an AC coupled input makes it hard to see small dips on a 5v rail.
If these current spikes are only a few milliseconds then can I fix the issue by adding a cap on the input?
To make a DC coupled osciloscope AC coupled is easy, add a 100nF in series with the oscilloscope's probing tip, and probe through the capacitor. You won't see the absolute DC value any more, but you'll see the variations from the average voltage, and you'll be able to use more sensitive ranges, like 0.1V/div or better.
There can be very, very short current spikes of a few amps (ns to ms long), very hard to visualize without writing dedicated test software loops, to make the power jumps repeatable for the oscilloscope.
Try to add a 1000uF and a 100nF, both in parallel between GND and +5V, near the RPi. Use short and thick copper wires. Might give you less undervoltage alarms, but this is not a fix. If the power supply is low quality or for lower current, no matter how much C you add, you might still get undervoltage, there's nothing you can do, except replacing the power supply with a proper one.
You may rather want to use the less powerful supply to charge the phone slower, and use the good Samsung charger for the RPi.
Instead of trying all these, better get a proper power supply of 5V and at least 3A, as per RPi4 specs.