Caller: Scam agency pretending and rude - about an Online business I joined & created?

I have been at home pleasant day - waiting for a return call from two companies (legit Qantas and other Auspost) therefore saw this number from Sydney - (02) 8515 5130

Swearing and cursing at me saying " I bought an online company" and "I must speak with them". I asked "what is the company name" as I couldnt hear anything due to the muffled crackling of this (overseas linked call??) he then proceeded to swear at me "calling me f*ing lier; I wouldnt be interested even if he needed to repeat something you already heard my friend"

He then through the breaking line could not hear a thing - and he just went insane and hung up saying -" this wont be the last they do to me!" I am threated by this!? what to do? and whom can help