> told them to give me a number to call them back on
I hope you managed to communicate that you needed it to be able to independently verify that this number belonged to the purported caller. Eg, if it's from your "credit card company", the number should show up on the credit card company's website.
And they are starting to understand more and people know that too.
Typically banks, when challenged here in Australia, will ask you to hang up and call the number on the back of your card (debit or credit).
Normally they give you a reference number so when you are speaking with someone, you can bypass things and pick-up with the person you were originally speaking with.
I hope you managed to communicate that you needed it to be able to independently verify that this number belonged to the purported caller. Eg, if it's from your "credit card company", the number should show up on the credit card company's website.