Sounds like typical overseas scammer BS. They have "federal documents"? What the heck does that mean? No one gives you a heads up that you'll be served - the process server just shows up. Never pay any caller who refuses to MAIL a debt validation letter - it is a violation of the FDCPA to refuse to mail proof of debt.
Please do report your callers to the FTC, FCC, FBI and your state's Attorney General.