"We do not have the caller's number" (or similar) simply means that the call was from an overseas number where the caller ID function isn't supported. Alternatively you might get the same number that I got just now when I dialled 1471: 0-00-0-00-0-00. Somehow or other I think that might not be genuine ;-)
Remember, as well, that overseas systems can inject false numbers (made to look like UK numbers) into the caller ID system. So a call that appears to have come from Southampton or Scunthorpe might actually have come from Mumbai or Abuja.