Sky's policy on lost phones can be found here and i'm afraid you will have to keep paying for it:
https://www.sky.com/help/articles/lost-or-stolen-sky-mobile
And you might want to register the stolen device here:
https://www.immobilise.com/
Have you checked to see if you can track it depending on what phone yiu have:
https://support.apple.com/en-gb/HT201472
https://support.google.com/accounts/answer/7177579?
https://www.samsung.com/uk/apps/smartthings-find/
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