Is there is anything which is not a phenomena?

Dhammesu dhammanupassi viharati=practitioner must use daily life to see causes (dhammanupassi) of phenomena (dhammesu=whole lokiya aggregates=suffering).

Loka-uttara such as magga/phala/nibbana, excluded from mahasatipatthana, because the uddesa of mahasatipatthana sutta said "vineyya loke abhijjhadomanassam" .

"Is there is anything existing in the past,present or future which is not a phenomena ?"

No.

Anything existing, no matter if in past, present or future, is phenomena.

Now listen carefully my friend ...

If you find anything existing which is not a phenomena, claiming "this is not real, this does not exist", that find would come from ignorance.

If you find anything existing which is a phenomena claiming "this is real, this exists", that find would come from ignorance.

If you look at phenomena without ignorance, you would see absence of phenomena.

"Is it correct to say that all phenomena must be impermanent? If yes then how we know this?"

I'll answer as I was once told by a Buddha:

When a being is born, that being, no matter where it is born, no matter for how many aeons he would live, a day would come, when he would have to die.

And why is that so?

Suppose a king, due to good kamma, after death, can choose the duration of his life and the universe he is born in. Suppose he decides to be immortal and be born in an universe without any beings. Thus he is born in an universe where no beings can harm him and is immortal. He lives like that for many many aeons. He delights in his immortality. He is the all knowing king, eternal king of the universe. Then, he wakes one day, and sees a being! He asks: "Being! How did you come into my universe?!" The being answers: "Because I made the wish." Then, after many aeons, that being dies. Then, after many aeons, the king wakes one day, and sees a being again! "Being! How did you come into my universe?!" he asks. "Because I made the wish." the being replies. The next day, centillions and centillions of beings appear next to the king! "What! Why did you all come into my universe!?" the king asks. The beings reply: "Because he made the wish." and shred the king into pieces.

It is correct to say that all phenomena must be impermanent. We know it, because the Buddha says so. Those who don't know, will soon know too ... just like that poor king.

Methinks, the four forces as described in physics are unondiitioned things exist in the universe. They are Gravitational force, electromagnetic force, weak nuclear force and strong nuclear force. These are omnipresent in Nature.

The answers to your question really depend on what "a phenomenon" is, in other words a sankhara.

Please see this essay by Ven. Bodhi entitled "Anicca Vata Sankhara" (I have bolded the relevant parts and also snipped some parts, in the quoted section below).

The TL;DR version:

Sankharas are "co-doings," things that act in concert with other things, or things that are made by a combination of other things. Ven. Bodhi uses "formations" or "volitional formations" as his preferred translation.

There are 3 uses of the term Sankhara in the scriptures:

1. Second link in dependent origination - when ignorance and craving underlie our stream of consciousness, our volitional actions of body, speech, and mind become forces with the capacity to produce results, including "rebirth".
2. The fourth of the five aggregates - volition regarding forms, sounds, smells, tastes, tactile objects, and ideas. Also covers all factors of mind except feeling and perception.
3. All conditioned and compounded things including mountains, fields, and forests; towns and cities; food and drink; jewelry, cars, and computers.

The only thing which is unconditioned and uncompounded is Nibbana.

Long version:

The word sankhara is derived from the prefix sam, meaning "together," joined to the noun kara, "doing, making." Sankharas are thus "co-doings," things that act in concert with other things, or things that are made by a combination of other things. Translators have rendered the word in many different ways: formations, confections, activities, processes, forces, compounds, compositions, fabrications, determinations, synergies, constructions. All are clumsy attempts to capture the meaning of a philosophical concept for which we have no exact parallel, and thus all English renderings are bound to be imprecise. I myself use "formations" and "volitional formations," aware this choice is as defective as any other.

.... In the suttas the word occurs in three major doctrinal contexts. One is in the twelvefold formula of dependent origination (paticca-samuppada), where the sankharas are the second link in the series. They are said to be conditioned by ignorance and to function as a condition for consciousness. Putting together statements from various suttas, we can see that the sankharas are the kammically active volitions responsible for generating rebirth and thus for sustaining the onward movement of samsara, the round of birth and death. In this context sankhara is virtually synonymous with kamma, a word to which it is etymologically akin.

The suttas distinguish the sankharas active in dependent origination into three types: bodily, verbal, and mental. Again, the sankharas are divided into the meritorious, demeritorious, and "imperturbable," i.e., the volitions present in the four formless meditations. When ignorance and craving underlie our stream of consciousness, our volitional actions of body, speech, and mind become forces with the capacity to produce results, and of the results they produce the most significant is the renewal of the stream of consciousness following death. .......

A second major domain where the word sankharas applies is among the five aggregates. The fourth aggregate is the sankhara-khandha, the aggregate of volitional formations. The texts define the sankhara-khandha as the six classes of volition (cha cetanakaya): volition regarding forms, sounds, smells, tastes, tactile objects, and ideas. ...... The aggregate of volitional formations comprises all kinds of volition. It includes not merely those that are kammically potent, but also those that are kammic results and those that are kammically inoperative. In the later Pali literature the sankhara-khandha becomes an umbrella category for all the factors of mind except feeling and perception, which are assigned to aggregates of their own. Thus the sankhara-khandha comes to include such ethically variable factors as contact, attention, thought, and energy; such wholesome factors as generosity, kindness, and wisdom; .......

The third major domain in which the word sankhara occurs is as a designation for all conditioned things. In this context the word has a passive derivation, denoting whatever is formed by a combination of conditions; whatever is conditioned, constructed, or compounded. In this sense it might be rendered simply "formations," without the qualifying adjective. As bare formations, sankharas include all five aggregates, not just the fourth. The term also includes external objects and situations such as mountains, fields, and forests; towns and cities; food and drink; jewelry, cars, and computers.

.... By putting an end to the constructing of conditioned reality, we open the door to what is ever-present but not constructed, not conditioned: the asankhata-dhatu, the unconditioned element. This is Nibbana, the Deathless, the stilling of volitional activities, the final liberation from all conditioned formations and thus from impermanence and death. Therefore our verse concludes: "The subsiding of formations is blissful!"

All things, whether conditioned or unconditioned, are dhammas ('phenomena') & elements (dhatu).

All things mentioned in Buddhism, whether conditioned or conditioned, are sense objects experienceable by the mind, i.e., 'ayatana' (refer to Sabba Sutta. Note: the translation should be 'mind objects' rather than 'ideas', so to include Nibbana).

Conditioned things are sankhara; conditioned elements are sankhata dhatu.

The unconditoned element/Nibbana is asankhata dhatu or visankhara.

Only conditioned things (sankhara) are impermanent.

Nibbana, the unconditioned, is permanent.

277. "All conditioned things (sankhara) are impermanent”— when one sees this with wisdom, one turns away from suffering. This is the path to purification.

278. "All conditioned things (sankhara) are unsatisfactory”—when one sees this with wisdom, one turns away from suffering. This is the path to purification.

279. "All things (dhammā) are not-self” — when one sees this with wisdom, one turns away from suffering. This is the path to purification

154. O house-builder, you are seen! You will not build (visaṅkhitaṃ) this house again. For your rafters are broken and your ridgepole shattered. My mind has reached the Unconditioned (Visaṅkhāra); I have attained the destruction of craving.

Dhammapada

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Dve imā, ānanda, dhātuyo—saṅkhatādhātu, asaṅkhatādhātu.

There are these two elements: the conditioned element and the unconditioned element.

MN 115

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There is, bhikkhus, that base (āyatanaṃ) where... Just this is the end of suffering. Ud 8.1

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His release, being founded on truth, does not fluctuate, for whatever is deceptive is false; Nibbana — the undeceptive — is true. MN 140