"Thanks for having me"
No. "Having me" implies "having me over", usually in the sense of for a visit or stay, so wouldn't be right in a professional context even if face to face.
I would suggest a response of simply "thank you" to "thanks for your time" as an appropriate professional alternative that will also work on the phone.
Not really; I'd use this as a polite farewell phrase on leaving a dinner party or having visited friends for the weekend; see here. I wouldn't think it quite in order for a business arrangement; perhaps a simple no trouble, thank you would be better.