Cold calling - refuse to share where they purchase personal details from

Cold calling. I have never given permission for my details to be sold or shared. Yet this company have been cold calling me. Today an aggressive Kashnee Naidoo called me. She refused to let me know where she had acquired my number or let me speak to someone who would tell me (despite this being a legal entitlement). Apparently everyone else was 'in a meeting'. She did admit that her company had purchased my details. The number they call from is *** - block it!