CASH-CONNECTS Received threatening call regarding payday loan I supposedly received and never paid back. California

If there's anything I absolutely hate, it to be threatened by a con artist.  This morning, a man with a heavy Eastern accent called me, claiming to represent the Federal Bureau of Legislation.  I repeatedly asked him who he was and what company he represented.  He simply handed the call off to his "manager", another man with an accent.  He had an attitude, so quite naturally I gave it back to him.  He also had all my digits, my social, old mailing address.  He told me the call was regarding a payday loan I received from Cash Connects that I had not repaid and that I and my personal references would have to appear in Federal Court.  I told him to send the paper work to my work because I am a legal secretary and securing a lawyer would not be an issue.  His last words were a sarcastic "Oh, we'll find you."