I suggest something different:

Fly into St. George, UT and rent a Hertz car for $5/day to drive one-way to PHX via Bryce Canyon, Zion, the Grand Canyon, and Sedona. That way, there is no need to backtrack and you make the most of your time.

If St. George does not work for you (because SW does not fly to SGU), you can fly into SLC and rent a car for $5/day to PHX. Southwest will change your flight at no extra cost to you (except a possible fare difference).