Unable to pay loan getting harassing calls from police and agents

Sir I have taken a loan from Bajaj finance but could not repay all loan but have paid more than 50% of the total amount. And told the executives that as soon as I will receive my payments I will repay total amount of loan. But today I got a call from a number who told me that he is calling from Jamshedpur police station and a constable from Delhi Police is there with my arrest warrant. The police officer provided me case number along with contact number of advocate. I talked to advocate and requested to give some time so he told me to make part payment to hold the warrant. I am scared because I am in process of arranging the amount but I am waiting for someone to take money. But I am getting continuously harrasing calls from him and he is also abusing me. But I want to know that I have not received any prior notice. Also when I got a call from Finance Manager then I asked him that I should have get the notice before arresting but I have not got any notice. How can I save myself.