As a criminal attorney I would suggest only you would know if there's a reason to tap you. Seen alot of wiretaps but nothing like what your describing.
An Internet search will provide numbers to call to see if you're being tapped. All bs as far as I can tell.
Sometimes law enforcement will provide tips so that people will suspect their under investigation. The purpose is to get people to call crime partners so they can be taped. Doesn't sound like your problem.
More importantly, what's the content of the voice messages?
To add to the paranoia be aware that federal investigations can sometimes drag on well more than a year.
In summary, doesn't sound like a wire to me. You can always answer the phone when they call again and ask "what's up".
Sorry, don't know an easy way to check whether your phone is under surveillance.