The GMI should be collected at application, so if it is a telephone application and the applicant(s) chose not to provide the information then that is what you indicate. Visual observation at closing is outside of the application process so you would not be required to complete the GMI at closing.
Just to clarify cjernigan1211’s question, if an application is taken over the phone and the applicant has indicated that he/she chooses not to provide the GMI then you should notate that. If however, as cjernigan1211 stated above, the applicant comes in to complete the application process you should notate the GMI based on visual observation at that point as it is still part of the application process. Here’s a link to the 2013 A Guide to HMDA Reporting Getting it Right : https://www.ffiec.gov/hmda/pdf/2013guide.pdf
See pgs.B-1 and D-10.