Called about car loan

Received a call from this number, asking for James Cox.  But when I answered it appeared myself and someone else answered at the same time.  When I said, "Who?!"  The caller hung up.  When you call the number back, it says the number is not in service.  Definitely has to be linked to fraud.  Steer clear!

Just received a call from this number asking for my fiance and when I told them he was unavailable and ask if there was a message the woman said no message and hung up. I tried to call the number back several times and a recording states that the call cannot be completed to check the number and try again.

Caller said he was my husbands cousin.

I tried to call the number back too. Said the number or code I dialed was incorrect.
How do people get numbers like this to call from?
Definitely don't want to have anything to do with someone that calls from a number that gives a message like that when you try to call it. FRAUD!