Loan amount settled 7 years ago and being chased for it again

Hi All, I had availed a consumer loan from bajaj finance in 2004 to buy a laptop worth an approximate of RS51,000. Due to certain unavoidable circumstances, i defaulted on the payment of the loan. After a few years, I agreed on settling the outstanding amount and paid off the loan amount as agreed. It was confirmed by the officials from Bajaj finance, that the account has been settled and there is no further payments to be made. This process of settling the amount was done in 2009. I am currently residing abroad and today I received a phone call from an individual who claims to be from the indian embassy from india, stating he has received a complaint with regards to my outstanding amount with Bajaj Finance. I told him that this amount was paid off and there are no pending dues from my end. He stated that i need to make the payment at the earliest and if I fail to do so, then he would blacklist me, which would mean that my educational documents will be considered null and void. He stated that my passport and work permit will be cancelled and will be deported back to india. I am unable to find any documents to substantiate the payment made by me as i believe i left them back in India. Any advise on what to be done will be highly appreciated.