Employee leaving without informing

We are a small company and we hired an employee on reference basis, so no contracts have been signed but the employee quits the job within a month without informing that she has quitted the job and will not be coming from tomorrow. we tried to contact her but she didn't pick our calls, we tried to contact him/her on whatsapp but she blocked us there too. She also kept our official mobile phone that we used to do business from as the job also required some tele-calling and we also get some clients through that phone. After 4-5 days she returned the phone by sending some person but the phone was not in working condition. Now after 2 weeks he/she is demanding money for the days she worked and also making threatening calls to us via some unknown person using very hostile language. we already paid some money to her as advance within a few days of her starting the work. What should we do In this scenario... her unprofessional behaviour cost us a month as we had to hire a new employee and we are again training him and our business also suffered due to this.