I called them back to speak to the operator and got through. I asked them what my name was. The operator sounded Australian but didn't seem to understand my question. I said I needed to know what my name was so I could change it, so they couldn't find me. She sounded very vague as if not anticipating or processing my question. So I asked if it was a scam and she replied that if I thought it was a scam I should hang up. I did. Haha

Caller: Supposedly the Department of Home Affairs

Said my name was being used for illegal activities and there was a warrant out for my arrest. To talk to the department "Press 1 now".