Making money off unemployed people!!

I have been harassed by this company even when I say I am not working. Now they say that the only time that they will stop calling is when I go to the bank get a stamped statement (not online) go to police station and get an affidavit and certified ID. How does this prove that I am not working? I have documents from work as a soft copy and I have online banking but this is not sufficient. They want us to run around and while I don't have money to do these things and during this pandemic? This is ridiculous. Most of the time they call and it is just a machine playing music while I get charged for each call. This is not legal.