Any easy way to farm Phoenix Feathers?

Not really, your best bet are event nodes or outside of events, the advance saber training grounds(around 180 AP per drop on average) or bountiful sea in Okeanos(193 AP per drop). Our next event(the moon goddess rerun) will have 20 in the shop.

Event shops, pretty much.

The 30ap saber training ground is a good place with the half AP currently on, it's about 180 APD (AP per drop) normally, so 90 APD now. But that's only for another few hours. Otherwise, event shops. Some events have very good drop rates on those too, event info pages will usually mention those.

EDIT: I forgot the archer 40ap daily will also have a decent rate (100 APD), so that's a good place to farm them too. Lancer 30ap will have 170 APD and 40ap will be 180APD. Both also drop other potentially useful mats (dust, seeds etc), though those have much better rates elsewhere.

Not until Agatha and Salem in free quest. Both have 30++% - 40++% chance drop there.