There was a strange phone call today saying it was a policeman somewhere in Zhejiang.

It depends on whether you transferred money to your online lover in January. If you transfer the money, it means that it is true, and you may need to testify and cooperate with the investigation. If not, just ignore him, let him contact the local police station, and then let your local police station contact you. You don't have to go to the police station on your own initiative.