Usually when you call back and supposedly "opt out", it is just confirmation to the telemarketer that there is a human being on the other end of the line, and they will keep calling. I wouldn't chance it.
"Do not hang up on this call!" Red flag one and two (being a recorded message). "Our records indicate that you do not have insurance, or with the changes you may not have the right coverage" Red flag three. Your records? Why should you have that kind of information about this business? Sadly, I know better than to hit 1 to speak to a representative or 9 to be added to their do not call list.