Accused/allegations for something I didn't do 😣😒

I went to AdsAfrika for escorts around my area, it happens I got one's contact and in my what's app. I started asking her price services and she didn't replies that was on the 1st March 2022 around 5:08 am. On the 2 March 2022 in the morning, I got the call from a person who said he is Captain Khumalo , he told that I'm in a big problem and he was not surprised to call me but he wanted to tell that the was **********s got caught using **** money and she told the police that she is working with me (meaning I'm involved) and it happens that I called her at around 5 and I slept with her. That's what Captain said to me. Now he said he had to trace me on my network provider that's how he found about my name with my number and he said network provider confirmed that I made a call with that women who was caught. I tried to explain to him that I didn't make any call than making what's app request, but he is not convinced, he said he will do Warrent of arrest against me. Now I'm worried of this allegations that will happen if they come to arrest me for something which I didn't do. So I tried to speak to one my friend who is a police man, he said to me it's a **** I don't have to stressed.i told him how many innocent people who at jail for allegations (something which they never done). My asked if Captain Khumalo gave me case number, nope he didn't and if also asked about my address for Warrent arrest, still nope. I tried to call him for case number but it's voicemail. Captain called me with his personal phone, that sound strange from side. But I'm still worried about will happen during 48 hours if they will come with Warrent of arrest 😣😒 Please advise!!!!