threatening phone call

Received a voicemail asking "if you have any information on the whereabouts of this person" (which was me), then asked for a call back immediately, or "our next step would be to notify the proper authorities." It was a recording that paused as another recording said my name. I get TONS of solicitor calls, and I have even gotten this exact same one in the past. I ignore it and block the numbers, but this time, they called my mom, who lives in another state, so she called me worried. The last time (probably at least a year ago), they called my dad's wife- in a totally different state, and I haven't even spoken to her in years. I pay my bills on time, have good credit, do not owe people money, haven't harassed anyone or been in any accidents, etc, etc. I know these people are fraudsters, but these people are relentless!!