I'd say you already have harassment, Jennifer, not to mention illegal threats. This may be the usual dirty debt collector within the U.S., such as from the 'Corona Cabal' of fraudulent agencies, or a fake collector from South Asia. Either way their empty threats of arrest, imprisonment, lawsuit filing, and/or asset seizure violate federal and state laws. Try to get a business name and share it with the readers. By federal law this name cannot be withheld.
Learn how to exercise your FDCPA rights as an alleged debtor at FTC-dot-gov. See also if your state laws are stronger.