Is there any official advice what to do when /e/OS phone gets stolen and what we can do before to make it safer?
There are some security steps for iOS and Android presented in the link below. Are there any similar tools for /e/OS too?
Under settings→find my device you can enable a code that when texted to the phone reports back its coordinates to track it down, with regards to data there are apps to my knowledge that can remote reset the device to try to protect against that threat, alongside apps to protect your files under additional encryption ahead of time so that a thief could not access anything important anyway.
Your carrier can also temporarily pause your number from being used to prevent impersonation or account theft(never use auto-sign in folks!).