Yes, you can. The process is called Pied-piping in English syntax. It happens in wh-clauses, like questions or a relative clauses, where the wh-word is normally moved to the beginning
- Bill kicked the ball. ~ What did Bill kick? ~ the ball which Bill kicked
Normally the wh-word is the subject or the object of the clause;
but in some cases it's the object of a preposition, like
- He came from that city. (prepositional phrase in original form)
- Which city did he come from? (stranded preposition = phrase separated)
- From which city did he come? (pied-piped preposition = phrase united)
In the two questions above (let's ignore relative clauses; it works the same there) there's a conflict. The original sentence they came from has a prepositional phrase that can get split apart by wh-movement, leaving a stranded preposition at the end, or that phrase can get moved as a unit, with the wh-word already installed, by pied-piping.
But that construction does require that the structure be analyzed by both the speaker and the addressee beyond the major constituents, which is work, and takes training, of the sort that you get in good schools, and that bespeaks education and signals status, which is why it's considered "formal".
As far as the original question is concerned, belong to is not a phrasal verb, any more than come from is. It's just a preposition that's required by the verb to complete its usage here. But separating the preposition from the verb is not the issue. It's separating the preposition from its object; or not. The verb is just doing its thing.