Background: When Sky Harbor decided to improve their lounges, their RFP required a paid entry option to replace The Club, and so the winning bid by American Express includes both Centurion & Escape options. The Centurion Lounge topic is in the Amex forum at the following link:
Centurion Lounge PHX [Opened 6 January 2020] with this thread serving to review the Escape portion.
Location: Terminal 4, Concourse B, across from B22.
Access: The Escape Lounge, is free for Amex Platinum/Centurion cardholders with 2 guests, and paid entry is available for $40 +tax in advance or $45 + tax at the door. I was watching the website and found that there are days and times where it sells out, so don't count on walking up if you are not a cardholder