ماذا يمكنني أن أفعل ضد مضايقة وكيل تحصيل الديون في بلدي؟

He MUST show a proper attested delegation from the banks here in the UAE and certified documents that he represents the bank, else, I suggest you call the police on him the next time and accuse him of harassing you for money.

What is happening here is some people from your home country know some people working in the collection department in the UAE banks, and they are playing this trick behind the scene to collect unlawful money, or, he has a database from a debt collection office in the UAE and he wishes to use it unlawfully in his home country to collect money.

Ask that person to proceed with the legal procedures, and if he didn't, you should take a step against him. In all situations, he cannot proceed because your home country is not the country of jurisdiction according to the loan contract. It's the UAE law and courts.