Your proposals do sound ok to my (non native) ear, but you may want to consider another alternative for the second one : something like "Please let me call him first".Also, the preterit of 'hang' is 'hung' so your first one would be : "I was going... but he hUng up on me".
Waïti.
'Hung up' and 'Hold on' are normal remarks for the situations you describe.
'He hung up.''He hung up on me.''Hold on.''Hold on, please.''Hold on, I'll get him/her.'