They started speaking before the "beep" so my voicemail didn't catch the name of the "company", but they claim that they are trying to collect a debt and this is "my last warning".

Got the same thing from the same number this morning.  A woman called.  No name of company and told it was my last number.  As far as I know, I do not have any outstanding debt so I assume it is a scam.

.. same thing as Brian…   no company name, just threats….. etc.,

same threat, lady left message saying she was Victoria Sanders and it was my last chance

Last chance to call them back in the recovery department