Strange phone call

I work in appliances and today I received a strange phone call. An anonymous number called and asked if someone named Erica (fake name for sake of story) worked there. I told her no, I hadn’t heard of anyone by that name but I could check. I was advised by my manager not to disclose anyone’s employment status, which is what I was going to tell the woman anyway but I didn’t want her to get upset. At first the woman was very kind but when I told her I couldn’t disclose that information even if “Erica” did work there, she got very irate and accused me of lying. She said I did actually know “Erica” and that she told me to lie. I tried to tell my manager and ask her if she thought it was strange but she wouldn’t even give me the time of day.

Is this just some scam or should I be concerned? The caller knew what store it was so I find that unlikely. There have been a lot of new hires lately so I’m worried that if this person does work at my store that they could be in danger.

Thoughts?