I think she made up the other cell phone so that there'd be an excuse for Zenaida's number not being programmed into her phone and for there being no record of other phone numbers and phone calls that were part of her imaginary story.
First, she tries to say Zenaida's number wasn't in her phone because the nanny texted her, but she quickly realizes that won't work.
Then when Lee points out that if Casey doesn't know Zenaida's number, in order for her to have ever called it, it would have to be programmed in her phone, she pulls out the lost imaginary phone scenario, which she's obviously used before.
Then she had to make up the switching SIM card thing because she couldn't just make up a random phone number for that imaginary phone -- too easy to find out that it wasn't hers (or Universal's).
Then she was stuck with the fact that the SIM card should have saved the info for that other phone she made up, so she's got to dodge and say she saved only to the phone she has unfortunately lost.
http://www.myfoxorlando.com/myfox/p...ale=EN-US&layoutCode=TSTY&pageId=1.1.1&sflg=1
Her lies aren't worthy of a fourteen year old. Completely transparent. That's why it's so frustrating that the Anthony's believe her.