Threat calls in the name of Delhi Police

Sir, I have taken personal from HDFC (Kolkata) on 2013 and defaulted on few EMIs owing to the financial crunch I faced due to my wife's medical emergency. I have already informed the bank officials at Kolkata about the situation and they told me that now my loan a/c is under NPA category and asked me to settle the loan for which I agreed that I will do it in October/November - 2016 (actually my PL tenure is up to 2018). The bank officials in Kolkata was kind enough to allow me to pay much lesser amts (Rs. 2000 - 5000) towards the loan account as they asked me to continue my payment and clear the EMI dues when I will be able to do it by October/November - 2016. Sir, I reside in Kolkata (I am a Central Government official) for last 6 six years (though I belong to Kerala) and the address for correspondence. Now (just 2 - months back) there has been threat calls from HDFC officials from Delhi saying that they will take stringent legal action against me. I already informed them about what I agreed to HDFC (Kolkata) officials. Yesterday (8th SEPTEMBER, 2016) one person called me by introducing himself as SI of Delhi Police HQ (Economic Offence Wing) saying that he had an arrest warrant against me (under section 420, 402 IPC) to arrest me and present me before Delhi court. He started calling my references (mother, sister, colleagues) and my department head saying that he is not able to trace me. Later he called me and gave me the number of an advocate whom I called later. But the advocate told me to repay the full amount of dues by yesterday evening itself. later she told me that she can give me 4 -5 days to arrange the money. otherwise she will make me arrested and I will lose my job. Today also the same person from Delhi police is calling me repeating the same things by calling my references again and disturbing them. Me and my family are completely harrassed mentally due to this acts. Now the officials at HDFC kolkata are also telling me to co-operate with the officials in Delhi. Why this arrest warrant was issued from Delhi court when I have not received any summons from court to appear before it? Pls tell me how to cope with this problem ASAP.