If I'm right you don't need to use an EntityCollection
but an array of Entity
To create a phone call with late bound syntax will be:
Entity from1 = new Entity("activityparty");
Entity to1 = new Entity("activityparty");
Entity to2 = new Entity("activityparty"); // two contacts inside the to field
from1["partyid"]= new EntityReference("systemuser", userId);
to1["partyid"]= new EntityReference("contact", contact1Id);
to2["partyid"]= new EntityReference("contact", contact2Id);
Entity phonecall = new Entity("phonecall");
phonecall["from"] = new Entity[] { from1 };
phonecall["to"] = new Entity[] { to1, to2 };
// other phonecall fields
Guid phonecallId = service.Create(phonecall);