You need to file a complaint with the agency who regulates the buy here/pay here, which is usually your department of financial institutions. Contact your insurance company, explain what is going on and give your side in writing before you do anything else. If you indeed do the damage, look at your paperwork to determine if you bear in any liability for such damage. If the damage pre-existed, then you have a possible out. Make sure this entity is licensed to be a buy here/pay here lender and seller of motor vehicles. If it is not, it may be your way out of this. In terms of issuing a criminal warrant, there has to be probable cause for a warrant for arrest and it is law enforcement who does that, not the company.