* Mickelson sets red-hot pace with opening 60 * Takes early four-shot lead at Phoenix Open * Play suspended with 33 players yet to finish (Updates at end of day) Jan 31 (Reuters) - Phil Mickelson came up agonisingly short in a spectacular bid to become the sixth player to dip under 60 on the PGA Tour when his birdie putt for a magical 59 horseshoed out at the Phoenix Open in Scottsdale, Arizona on Thursday. ...