Holding another electrical device such as a phone - perfectly safe. If the device is isolated from the mains in particular there is absolutely no possibility of interaction between them electrically. If your phone connected to the
electrical mains (not the phone circuit) then you might feel a tingle in your hand as an electrical field builds up between them.
Nipple clamps - if the unit is isolated from the mains and/or has a residual current device then you're ok. If it's battery powered then it's nothing at all to worry about. If the device is a dedicated Estim machine then don't worry about it, they have cut off relays in them. Try it on other bodily areas. Thighs, calves, feet would be my choice (those are the safest areas to test electricity on). If it seems fine there run it around the rest of you for a while, if you don't get a charge shock then it's safe. A charge shock you will know because it feels like a physical
strike. Not pain, not even a pulse making your muscles move, not a tingle. It will feel like you have been punched. If you get this then discontinue using the device.
I really wouldn't use electricity on the nipples/chest though, not if I was on my own.
Electricity and the way it acts on organic matter is actually really complex. The volts hurt but don't actually kill (the static discharge from nylon can be
a few thousand volts). You can take a big shock across the chest without any injury. The problem is current (the thing we measure in amps), and as little as 50 milliamps (0.05 amps) can be fatal across the chest because it (can) shut your heart down. On the other hand, you can take hundreds of amps across non-vital areas without dying, just get terrible pain at the entry and exit points.
But the thing that determines the current going through you is the volts, the charge behind it (the static discharge above didn't have any charge worth worrying about hence no current), and your bodies own internal resistance. Your resistance depends on all kinds of factors. How much sweat is on your skin, how much salt is in it (salt is an ionic compound and so is highly conductive when dissolved in fluids or in fluid form), how much fat there is under the surface, even how anemic you are (more iron in your blood will turn you into a nice wire).
As scary as all that probably sounds E-stim is considerably safer than, for example, self bondage or inserting unsterlized household objects into various bodily orifices. Those machines are built to be safe and have many levels of failsafes in them. Just test it on your legs first. If you don't feel anything really bad (trust me you'll know the difference) you're good to go.