1. The calling off marriage engagement itself is no crime and no case lies arising out of it.
2.however if the other party feels that her reputation is put to danger out of this unceremonious cancellation or her gifts are not returned then civil suit for damages can be filed.
3.Moreover of there is dowry demand non fulfillment of which may give rise to Dowry Harassment case.
4. So in your case the girl can not file any case but surely on the basis of false accusations she can file dowry harassment case.
5. hence best option is to be compensate their cost of engagement, return the gifts and settle the dispute amicable by negotiation.
6. If they continue with their threats you can lodge complaint with local police Baotou blackmailing or intimidation.