Call came in saying that it was the australian taxation office and I was being done for Fraud and myself and my family were under investigation. When I called back, a lady answered who could barely speak English, when I asked where I had called, she said "Australian Taxation Office" and then when I questioned her, she said I had called Woolworths. Clearly - There's something shifty going on.

I dont answer unknown numbers at the best of times let it go to voicemail. Apparently their department (from where they dont say) is investigating me for fraud. load of rubbish. If anything they can knock on my door. Don't intend on calling them back either

Scam call, recorded voice trying to convince you the tax office has taken legal action against you and/or has a warrant for your arrest.
Hang up immediately.