You can't call them words, because they each consist of 2 words. That would be like calling a pair of people a "person." Well, I guess soul mates might be kind of like one person, if there even is such a thing as soul mates. Maybe when people get married, they are like compound words.
Anyway, the point is that you cannot call them words. It is okay to call them phrases, I think, but actually the best word it "term."
"Mental health" is a term. I like to put terms in " " marks if I am writing the sentence about the term.
I care about your mental health. ----In this sentence, I do not use " " marks.
I sometimes use the term "mental health." ---In this sentence, I use " " marks because the sentence is about the term.