I called Citi Visa. It turns out this is a legitimate number for Citi collections. The transfer from AMEX to VISA isn't as smooth as I hoped. I had received a bill from AMEX which I tried to pay but wasn't able to because Citi VISA had assumed the account. I never received a bill from Citi so I didn't pay the them. I just received a bill from them stating I was 30 days overdue. So now Citi collections is calling. They acknowledged this their fault and it will be corrected. Not a great start for VISA and Costco.
We had the exact same issue! They assured me when I called that they would correct the problem...obviously if I'm getting these calls they didn't correct the problem! They make changes, it messes up and somehow it's my fault...this has been ridiculous!