I'm not a lawyer but I'm pretty sure assuming they're following the debt collection laws that exist in your state then what they're doing does not constitute harassment. You and they have to abide whatever terms were set up when the loan was arranged - re: the payment mechanism. If the account number was wrong and that was the problem then just fix that problem, pay the late fees and chalk it up to bad luck. If you monitor your credit score and see that they charged you with a delinquency then you should just have to write a letter to the credit bureau in question explaining the issue and chances are they will remove the offending mark if you're up to date otherwise.

Either way the good news is threats to hurt your credit mean they haven't actually filed a past due on you, which is nice of them (they can report it if they wanted to), so take that as a plus and just do what you have to do to sort it out.