I recently had a phone call off someone claiming to be from HMRC. I was a bit suspicious as she had a very heavy chinese accent, and i'm not being funny but HMRC wouldn't have someone like this phone people to tell them there was a "warrant out for their arrest due to tax evasion and fraud". She had asked me when I last "filed a tax return" - sorry but that's not said here like that. That's more of an American way of saying things.
So if you get one of these calls, just humour them or hang up. HMRC will NEVER phone you to tell you anything of the sort. And a warrant? If you do manage to break the law and get caught, it's the old bill who will contact you, not HMRC.
Many phone scams here. Be smart. Lots of fraud here. Do report it to Action Fraud online.