They called my sister today recording looking for me saying they have a complaint against me. But when I try to look up the number it says it doesn't exist. Should I call the number
Most likely a scam of some sort. Maybe IRS scam or debt collection scam. Threats of arrest are a flashing red light for scams of some sort of another. Ignore and block the call. You might want to block the entire 202 area code. It is often used by scammers.