I received a disturbing call from this number I'm trying to find out what type of company this is

Tried to say they were from some law firm.

Threatened that there was a warrant for my arrest for a felony, blah blah.  Same empty threats as before.  Paperwork has never been served to prove that there is any warrant, ect.  I'm ignoring them like always.  Pretty sure this is a debt collector using illegal practices to try and collect a debt.  (This has been going on for a few years now), following me taking an online payday loan, which, mind you, is illegal in my state.  They are not authorized to distribute, nor collect money from me based off of Colorado payday loan laws.  Hence the extreme threat.

Exact same scenario as indicated by Someone.