company claims to be a lending source, but they are telling me that I need to buy iTunes cards in order to receive the money that intend to lend me.. I have told them multiple times that I do not wish to do so but they will not listen to me. I do believe this is a scam

They claim to be cash net USA and that I need to get a money gram to receive my loan I applied for thru  cash net

Advance fee loans, which is what this is, are not only illegal in every state, but are out and out scams as well.  There is no loan and the only money that will change hands is the money you give them until they have drained every last cent out of you.  If you can't get a loan at a real lending place such as a bank, no one is going to simply call you up out of nowhere and lend you money.

Claim to be IRS with 4 serious charges against me that must be resolved by calling back within 24 working hours. The IRS only works by snail mail.

Fake call. Note the crappy grammar: "[beginning cut off] ...that expired, after that you will be taken under custody by the local police as there are 4 serious allegations pressed on your name at this moment. We would requestyou to get back to us so that we can discuss about this case before taking any legal action against you."