Citi Financial collection calling me and posing as Cops

I had taken a personal loan from Citi Bank in 2010 and soon I lost my job and also met with a fatal accident. I had walked into the bank and submitted a request to extend the loan tenure or reduce the loan amount which they denied. Soon I started getting calls from collection agency harassing me and when I told them sternly that they cannot harass me like this and if they continue I will approach the court. The calls stopped. Since then calls stopped. Today I received a call from a Delhi police from Dwaraka court telling me that a Non bailable warrant has been issued and the cops from Delhi will come to take me to appear before the court in 2 days. Then he gave me the number of the collection agency stating that it was the Legal agency and asked me to settle the matter with him. I called that number and he talked with me in an intimidating way and said that if I do not agree to pay 35K a month till the loan amount clears he will ask the Delhi court police to proceed with the NBW. Please help me. I have an intention of paying the loan back but cannot afford to pay such a huge amount.