It's illegal to threaten people with arrest for debt, which is a civil matter, not criminal.  The fact that they refuse to mail documentation proving you owe this debt to them means that you owe them absolutely nothing per the FDCPA.  Report the calls to the FTC, the FBI and your state's Attorney General.  When the scammers call back, advise them you've reported them and also tell them that you are recording all calls they make to you for multiple violations of the FDCPA.

This number has called saying I owe money and if I don't pay it they will get a warrant out on me. But they will not send me any paperwork on this case till I pay them.

This number is calme for Harass me