Yes, you must stop blaming yourself.
Do you have their email address? You could tell them (via email) to contact you via email only, as phonecalls from them are stressing you out. Be sure to express how their behaviour is making you feel. This way you have everything documented. Expect them to be on their best behaviour via email.
And, yes, do report them. Do you have a national charity like Citizens Advice in Canada? In the UK, they would advise on the steps you need to take to report, or they would report on your behalf if you're unable to. There must be a similar charity in Canada.
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"A loaded gun won't set you free. So you say." - Ian Curtis