Saying I owe them 2,986.00 . If I dont pay they will have local law inforcement come and arrest me.

It's a scam, Bessie, block it.
You didn't say to whom you were supposed to owe this money.  If they said IRS that's the IRS scam.  Read here:
https://www.irs.gov/uac/newsroom/irs-repeats-warning-about-phone-scams
http://www.forbes.com/sites/johnwasik/2016/06 ... u/#6cb8a18e171f
https://www.pindropsecurity.com/irs-phone-scam-live-call_analysis/
http://money.cnn.com/2016/05/25/news/irs-impersonators-scam/

If they said "payday loan" or credit or didn't give you any specifics at all, then it's a fake debt collector.  No legitimate debt collector threatens you with arrest.  That's illegal.  Here's what the FTC says about these fake debt collectors and how to spot them:
Here's what the FTC has to say about such scams:
https://www.consumer.ftc.gov/blog/lesson-phantom-debt-collection
http://www.bankrate.com/finance/debt/phantom- ... from-money.aspx
http://abcnews.go.com/US/feds-crack-phantom-d ... ory?id=38061965

Now, all of that is a lot to wade through so just remember these 5 points from the FTC:
  1. Ask the caller for his name, company, street address, and telephone number. ...
   2. Stop speaking with the caller. ...
   3. Do not give the caller personal financial or other sensitive information. ...
   4. Contact your creditor. ...
   5. Report the call.

Leaving threatening voicemails / last one was that i've been sentenced and if i don't return the call i will suffer severe consequences

The number said in a like a text to speech voice that i was a suspect of a case and if i didnt return the call i would suffer severe consequences i dont know what to think of that i havent done anything's wrong and why the text to speech voice

I recieved threatening vmail from fake
IRS. Stated too not disregard there message or there would be legal consciousness. Definitely a scam.  For legal reasons the actual IRS dept will always mail letter if they need to contact you.