So I have two friendly characters that are adjacent to each other the one in the front is in close combat and the other has flight and phasing/teleporting. Can the phasing character carry the close combat character away without the close combat having to roll for break away or would I still have to roll for break away ?

The character that is being carried never has to roll for break away. You only need to roll for break away if the character doing the carrying starts adjacent to an opposing character. And Phasing/Teleport will remove this need for break away too.

Is this true? I always thought you had to break away before being carried..

Yup, it's true.

You only need too break away when you attempt to move a character out of adjacency from a non-friendly. Being carried does not "move", it "places". Game effects that "place" do not have to roll for break away. This would include using Telekinesis to move a character out of adjacency from a non-friendly.

Fixed that for you.