ianThere is a third way they get your number Emma. Technically they don't have it on a list, that is a common myth, the reality is they just text and call random numbers. Random except for the first digits (the area code). The only way to stop it ironically is to get on their list, - their list of "do not call" numbers, often by texting the word STOP, but I'm sure some of them just ignore such requests.
I know from a Watchdog program earlier this year that some claim to call from companies that in reality do not exist and are just a cover.
Personally I sometimes aim to give them what they want: a customer who has paid PPI for years and desperately seeking help... but only to find out who they really are. Then with my online researching skills I can find out much more and use the law to hit them so hard...
I also made a customised computer generated voicemail message which I have recorded as a comment here. I hope you enjoy it!