Shorts over running tights just looks plain daft. OK, when men wear lycra tights, or shorts there is a "bulge", but it isn't indecent, it is simply mens anatomy covered up, Never felt the need for extra warmth around that area, but if I did I would put an extra layer inside the tights, not on the outside. As for needing a pocket to carrying a 'phone out running, what the hell for, go for a run and get away from the damn thing..
Surely the initial question is a contradiction. Shorts don't go below the knee; if "trousers" go below the knee but are not full length then they are 3/4 or capris. Shorts stop above (ideally way above) the knee. Also begs the question why oh why wear short over tights