Couple things...
1. I saw a post here that they now have your phone number now that you called them. This is correct. For better or worse.
2. With AI, they can capture your voice and then impersonate you. I have head that just a "hello" is good enough to capture your voice
3. Caller ID is a scam and YOU CAN NOT BLOCK IT if the bad guys want it. It is the honor system to block. Police departments do not block caller ID for example. I have worked with VOIP phone systems and did not know about this back in the day and did not properly block caller ID on a phone system I installed. After looking into it, I learned that many phone systems have a setting to disable Caller ID blocking.
4. If the caller phone number says "US MArshall, FBI, White house, etc" that only means that the caller is spoofing the digits. The query for the text is done from the number. Since it is this easy to spoof, I say Caller ID is a joke.
5. I would say all police type agencies would pay you a visit or mail a letter before calling, and for this reason we are discussing here. Don't fall for a scam out of fear. It it is for real and you call them a scam then you lose nothing. They are aware of the scams and if they would call you I would expect that they would be prepared for a run around.
6. We aren't doing anything illegal here!
7. Yes, the FBI does have better things to do, but they spend more time with entrapment of certain people so again, don't fall for it. It is unconstitutional for them to be doing what they are doing but they are corrupt.. Remember this
8. FINALLY - DON'T TALK TO THEM. Real police, scammers, anyone. We are not required to incriminate ourselves. Don't believe their lies of " Just help us out and we will {insert lie here}". They are not your friend. DON'T TALK TO POLICE!