Payment complaint

I received a call from consultant about their service after that she asked me to go to my cellphone number that's is linked to my bank accounts and press 1, and I told her that I m not comfortable of doing that cause I gave her my bank account number so why she want the cellphone number that's is linked to my bank account.

After that's i received a call from their lawyer saying they are going to blacklist me for not paying them yet I asked consultant to give me invoice or paperwork that they charged me for. But still they said they will charge me. Only thing i need from them is the invoice or statement.