Complex sentence: Their phone-calling staff are not interested in hearing that they've woken you up, and when asked about the NYS and U.S. Federal Do-Not-Call lists, their response is that because they are from Canada, none of that applies to them.
Split into simpler sentences: Their phone-calling staff are not interested in hearing that they've woken you up. When asked about U.S. Federal or NYState Do-Not-Call lists, their response is that because they are from Canada, none of that applies to them.