Gosh, that must have been awful. Not sure about advice but didn't want to R&R. I guess you just have to be firm and tell them to remove your number from their database. Hope they stop bothering you soon.
Just a thought have you put in a claim on your house insurance otherwise apart from Police who would have known. My SonIL has his own alarm company and he would never cold call anyone as he feels that is very wrong he has been told of companies doing it.