If your phone number validation is particularly sensitive you can use liquid filters to split off the country code from the rest of the number and format as required.
We've included an example below to help you get started:
{% assign firstchar = pickup.contact.phone | slice: 0 %}
{% if firstchar == "0" %}
{% assign phone = pickup.contact.phone | remove_first: "0" %}
{% else %}
{% assign phone = pickup.contact.phone | remove_first: "+358" %}
{% endif %}
You would then replace:
{{ pickup.contact.phone }}
with the following in your delivery create request.
{{ phone }}
If a customer were to now enter either of the following numbers: +358401234567, 0401234567 they would both become 401234567. You can then hardcode the country code in a separate field if your API allows or prepend the country value to the start of the string.