They should be well aware of that you are not responsible for your helper's indebtedness and should not contact you. The reason they still disturbed you is they want you to face with it and take action - either to make your helper pay or you lend $$ to your helper for payment. Even worse, they want your helper to lose job if she does not pay.
If you do not take action, they will likely disturb your helper or even do some acts to adversely affect your helper's day to day duties, particularly if she has duties to perform outside home - grocery marketing or picking up kids...
It is a difficult task.
You choice are - (1) ignoring as this is never your issue - but there may be some consequences resulting from your helper being disturbed; (2) solve the problem together with your helper - may involve $$
For (1), you need to think to what extent you will be affected.
For (2), you need to ask yourself whether you want / need to keep that helper and be sure this is one off