The FBI and CIA?  Heck they're too busy with our own national scammers.   Congress!

Received a call from this number for a Government Grant approved for $7500 to be sent by Wester Union to me.  Is this a fraud?

Yes, this is a scam. The Gov does not give out grants over the phone without you having applied for them in the first place. Your caller is a scammer who will want you to send him cash first (Western Union, Green Dot Moneypak, whatever) for shipping, handling, whatever, before he will send you the grant. There is no grant. It's all a big fat lie to trick you into sending cash to the scammer. Don't fall for it.

I just received a call from this number. The same Western Union bs and 7500 grant. They didn't ask me for $$ but they asked what my address was

Now seriously,  just what do you think?