DEATH THREATS FROM CARTEL

I'm not gonna lie, I was on a sketchy adult escort website. I contacted an escort but shortly after didnt reply bc she was way too far away. What followed with the graphic pictures and death threats was the same for me. I'm terrified and I contacted the police and the FBI. The police said that there've been reported cases like this and it was a scam. But I'm really still terrified bc I actually did contact one if the phone numbers, this didnt just pop up out of nowhere. Is everything going to be okay?? I told my family about this and they were disappointed but proud to hear me warn them about something like this. I called the police department in front of my family and they said it was a scam. Having the police's reassurance is calming me down a little but I've never experienced anything like this and I'm still kinda freaked out. I'll never contact anything/anyone that's sketchy again thats for sure. Can somebody tell me is everything going to be okay?