When we were at school, certainly "back in the day", it seemed that a certain amount of bullying was tolerated and almost expected.
As an adult, this is not acceptable, even as a one-off.
Speak to the Police. You can even ask that they log it in case of future problems, but that you don't want to pursue it at this time. They should log the incident and give you a crime reference number.
Then ring Vodafone. If you have a crime reference number then will likely take it more seriously. I wonder if they could even see the number that rang you and block it even though the number was hidden by the caller. Alternatively, if your number does need changing, one would hope that the process would be expedited in view of there being a potential crime involved.