Change your code like this
// Enter here the MailChimp API key
$apiKey = "";
// Enter here Mailchimp list id
$list_id = "";
$server = explode( '-', $apiKey );
$url="https://" . $server[1] . '.api.mailchimp.com/3.0/lists/' . $list_id . '/members/';
$response = wp_remote_post(
$url,
[
'method' => 'POST',
'data_format' => 'body',
'timeout' => 45,
'headers' => [
'Authorization' => 'apikey ' . $apiKey,
'Content-Type' => 'application/json; charset=utf-8',
],
'body' => json_encode(
[
'email_address' => '',//email
'status' => 'subscribed',
'status_if_new' => 'subscribed',
'merge_fields' => [
'FNAME' => '',// first name
'LNAME' => '',// last name
'PHONE' => ''//phone
]
]
)
]
);