Complaint Review: advance cash usa

Yesterday i recieved a phone call from an unavailable call,i didnt answer.A few seconds later i get a voice mail saying that if i didnt call this personal number he left whitch was 7862458677,that the police would come to my job and residents the following day.I called back right away.I asked for shawn williams,(the name he left on my cell message),in a few moments another guy that sounded like the same guy answered and asked me my name,i told him and right away said i owed a payday loan. i told him i never ever got sutch a loan and he insited i did. I then asked when did i get such loan and he replied,"only you know that".I started to get angry and told him he was crazy,he told me to watch my mouth,that this was a law firm.he then said f u,and said "you dont know what we can do to you"!These people are of middle eastern acent,i feel like they are terrorist for terrorising me ,cause i cant explain the worry i went through trying to figure out what they were talking about! i want justice,i would like to hear that they got charges for doing these kind of threts,he told me i haqd to pay him a thousand dollars to avoid jail and legal problems the next day.what has are country come to ,they are operating in miami fl. why hasnt law enforcment done something?