Other sites have reported this "Investigator Cambridge" going around telling people she calls that she is doing a criminal investigation. Total scam artist. Ignore her and block the calls.
Report them:
http://www.consumer.ftc.gov/articles/0149-debt-collection (Threatening criminal prosecution to collect a civil debt is a clear violation of the Federal Fair Debt Collection Act)
Also contact your local attorney general
If they continue to bother you, and you know you do not owe any money, tell them that you know this is a debt scam and that you are making a complaint to the police for extortion. You might have to yell at the scammer and talk over him or her. Once you get a copy of the police report and they call you again , just read out the file number and the name of the PD or Sheriff’s office involved. Tell them you’ll be glad to send a copy to them at whatever address the jack***es are working out of now.
This is definitely a scam.They call claiming that you have a case against you and they refuse to provide their address for debt validation. Report these people!
Caller claims to have a pending case that they'll file with DA. After receiving another related threatening phone call, I've filled a claim with the Consumer Financial Protection Bureau.