scammer from J&T

A call supposedly from J&T, they said I made a shipment through J&T and the parcel failed to be delivered. Inside the parcel was a bank cheque book. They pretended to transfer the call to the Sarawak IPK regarding misuse of personal information because the shipment was from Sarawak. I said no need to bother, I will go to the nearest police station to make a report and let the police there handle transferring the report. Before that, I recorded the call, they told me to delete the call record because I was disturbing their call 🤣🤣. I said, why should I stop recording? I need to record so I can provide evidence to the police when making the report (actually I already knew it was a scammer but just played along 🤭). We asked for the J&T address details there to include in the report, but they hung up immediately. We called again but they didn't answer 🤣🤣. Wrong person to scam, trying to scam the Millennials 😎