Make sure you have your passport ready since you will need to fly to a country overseas. Of course once there if you are caught you are then subject to their laws. As to threatening them, they know it is a hollow threat and they have heard it all.
Claims to need to talk only to one specific person and does mention by name. Says legal its a legal issue.
Called them back, "telemarketers" . want to save you money on a credit card, but want you to provide your information. Phishing too. They refuse to offer their own credentials to support their claims of financial support.
Someone called me up, too from this number saying that I was behind on my taxes and have to be arrested, that I was behind from paying taxes in 2009 to 2010. When I asked him what my job was and where I was working that time, he suddenly said good bye and hang up.
I called them back. Now, it a Dept. of Legal Affairs. I told them why not land a decent job instead of scamming people. The person on the other line hang up.