Called, didn't leave a message, Caller ID had the number and Media as the caller name.

said he as collecting for veterans, was very persistent.  I called  back, he answered, refused to put me on their do not call list. Said they were organization that is exempt.

If legitimate,  they would be non-profit and therefore exempt,  however  they are not exempt from your request to remove you from their list and cease calling.    Whether legit or not,  I think I wouldn't trust them.