Payday loan

I made the mistake of taking out a payday loan from national payday, i had some financial problems and when they tried to take out the entire loan after missing a payment it kicked back because the money was not in the bank account. The account has since been closed and the loan has been transfered to some collections agency. I was contacted by them(or so i thought) a place called unified ps group. They threatened to send police to my work, have me arrested and pursue me legally because of a bad check and because i owed, the bad check being because the payday had access to my routing number which she said is the same as me writing bad checks. I have since found out that this unified ps group is a scam and cut them off, i paid once in the amount of 400 and im asuming that money is gone, is there anything that can be done to them first of all? Secondly what can i do to resolve the national payday loan? How do i know what collections is really from them and not another scammer? I live in PA and have recently been doing some research but cannot find anything concrete as far as payday laws, loan defaulting and do not know what to do. Anybody have any advice?