I need help with some harrasing calls

I have been receiving some weird calls lately, the people all sound the same but they always give different numbers and different company names, One called himself senior officer Robin Jims and told me he was from the United Loan legal investigations department and told me that my social security number was blocked and that my place of residence was being investigated and that someone was going to come for me and arrest me, i know some people have had trouble with this in the past over payday loans, and i wont lie i do owe a payday loan company money but they had agreed to work with me as soon as i found a job... the company they say they are investigating for and is gonna send me to jail is the one i owe money to, but the thing is theyre saying that i owe them some ridiculous amount like 5000 or something and that the loan was deposited into my bank account, when i received the loan it was in paper not the bank ... i have tried calling the company i owe money too but everyone gives me the runaround and they say that they are not sure what is going on .. what should i do?