The law is very clear that these collection agencies cannot take law into their own hands. Even telecalling has been termed illegal these days forget about these threatening calls. In usual commercial parlance these collection agencies have certain bucket depending upon the amount and time period.
In my humble opinion at the onset itself you should have taken them to task. Go and file a police complaint stating the factual matrix of your case and requesting them to trace your phone record in your support.
Last but not least make a written representation to the Bank ombudsmen stating your harassment at the hands of collection agency as they are hired by the Bank itself and Bank is accountable for their actions. I am surprised as to why the Bank has not approached the court as yet as in most of these cases they rush to the court and try to get marked their cases to the LOK ADALATS who shall be more than happy to settle their cases in bulk.
I hope this clarifies