Irritated

Some people can be really rude. A bloke has phoned twice now because he supposedly received a missed call from our number. The first time he incoherently gave his name, didn't explain at all why he was calling and then still sounded irritated when I asked what he was after. I asked all my colleagues whether they had called someone by his name. No-one had.
"I've asked all my colleagues and no-one's called you, sir."
"WHAT?"
I repeated what I'd said. He rudely said "Where are you calling from?"
I said the name of the shop about 3 times, always to be greeted with a rude "WHAT?".
Still you need to stay polite, right?
Not 10 minutes later the same guy phoned. Without allowing me to say a word, he just gave me his number (?!) and said someone had called him. I tried to keep my voice as polite and calm as possible.
"You've just phoned, sir, and no-one has called you from here."
"Yes I just phoned."
(DUH)
"No-one's called you."
"What company are you?"
I repeated our name another 3 times, with the same rude "WHAT?" from the guy in between. Eventually he finally seemed to get the message.
Now that I think about it, maybe he wasn't rude, but just really stupid.