Credit Protection Depot, Inc. Internet Investigations fraud,scam, Las Vegas, Nevada

I received an email from them saying I owed them noney and they were collecting. They wanted me to wire money through Western Union to CPD, using code 4243 for collection, in Las Vegas, NV. They listed their phone number as 1-855-883-2270, which came up as toll free with no originating state. They gave me a phony account number. I looked up the name of the company in Las Vegas, they naturally did not have an address.They had started this by calling me last week saying I owed a debt for a loan. I did call the finance company to verify that it had been paid, which it had. When I told the man, with a definitely foreign accent, who identified himself with an english name, that I had confirmed I did not owe the money he started yelling at me that I would be sued and sent to jail. I asked him to mail me proff and he became very hostile. The follow up was the email I received today. They had somehow accessed my name, address, ss no., phone number,etc. I filed a fraud report with the FTC website.