Pay day loan

Omg! I had the biggest scare of my life. I just experienced hell. I got a threaten call today about a pay day loan that I took out, but didn't get to pay it back because my account got closed and haven't receieved notices because I had moved. I changed my address in still didn't get anything. So here is the story of my day. Recevied a call from this radom man the number wasn't even a 1800 or 1888 number it was a 202 number which is kind of radom the gentlemen did not state his name are buisness . He had access to all my information scary just started a new job he new all that. Basically I was told that my case had came into his office and that my name had been sent to the state which if I did not pay by the end of the day that he would go head and process the papers to the county in the police would be out at my job at the end of the to arrest me. Wtf talking about somebody freakin out went to my supervisor trying to get money to send to this radom guy that idk . I talked with a lawyer in they stated that it is a bunch of crap. Since he said I was going to be arrested I went to the police station to talk with a cop. Basically the cop said they can't do that. One thing I learn from the day is I will never take out another loan. But my question is what can I do this guy is still harassing me with the cops. I have never been in trouble in my life and I am not about to go to jail for $306.65. I need numbers are info on who I can call about this harrasment in this stress that I had experienced today with this threat that almost put me in the hospital.