file police complaint of criminal intimidation against lenders under section 506 of IPc 

2) record the threats 

3) audio recordings and messages would help you in making out  case 

Issue notice to lenders first to stop criminal intimidation, failure to which you will be constrain to initiate criminal prosecution agasint them.

You can engage any advocate of your choice to handle your matter.

However if you give details of your problem then further advice can be given.

Hi, 

If possible, mention the facts of your matter to assit you with proper legal advice. 

Regards 

1. I offer my services as senior criminal lawyer. 
2. I require an exhaustive consultation session with you first, to serve you appropriate. I'm based in Mumbai/Navi Mumbai just as you are, so it shouldn't be much difficult for you to visit me for exhaustive consultation.

You can contact me through kaanoon we can assist you. 

You can make police complaint in the police station for time being once FIR is raised against lenders case can be filed easily.

You should go to your district court and there you should engage a good counsel who is only practicing in criminal law and having a good face value

You can engage Expert Lawyer through This web portal. 

See you can give a police complaint and can engage a local lawyer to file a police complaint or in case police refuse to take complaint then directly to magistrate against the money lender. 

You may find one near your area also, or you can find one from this forum too.