You should speak with an attorney; the short answer is that it seems that they may be making threats they cannot. Contempt of court is, as the term implies, when you ignore the court's orders deliberately; for example, if you are ordered to appear as a witness and do not. Therefore, if there is a subpoena, which is a legal order, to show up for testimony, you have to. However, you would not be penalized if you simply don't have the answers or information they want. (Deliberately withholding information, that could get get you penalized; but simply not being able to find it would not). So while you need to do  your best to honor instructions from the legal system, as long as you do, you won't be punished for simply not being perfect.However, if the debt collector is playing hardball like this, you want an attorney on your side. A lawyere could object to bullying tactics or to overly broad requests for information, and if the other side is abusing the legal process or violating some rules (like the Fair Debt Collections Practices Act) on what debt collectors can do, the attorney may in turn be able to sue them.