Same as above comment:
Received a voicemail from this number, when retrieved automated voice stated the number and "if we don't hear from you, we have to issue arrest warrant under your name and get you arrested - so get back to me as soon as possible. Thank you"

You missed a call from (02) 6176 0718, who said "Behind Cole is that there is a lost suitcase is getting filed under your name. The moment you receive this message I want you to get back to me on my department division number two." This message was provided by Telstra at no charge to you.

Scam - claims they are from ATO

Caller: No idea

same "arrest" message. it does seem like a scam.

Missed the Call and the message left said You missed a call from (02) 6176 0718, who said "Behind Cole is that there is a lost suitcase is getting filed under your name. The moment you receive this message I want you to get back to me on my department division number two.

Automated voice saying if i did not call back i would be arrested

I received this message too, but from a different number. ((02) 8003 446)
I have heard of this going around so I am fairly confident it is a scam.

Caller: Dodgy scammer

Received voicemail from this number, automated voice advising to call back or an arrest warrant would be issued and get you arrested.
Called back, answered by Indian-sounding guy claiming to be from "Australian Security Office".
Strongly suggestive of a scam

I called back number (02) 6176 0718 rang once then gets disconnected automatically.