Current options as to the identity of the caller:
1) Her mom. Nazuki had a falling out with her and is trying to avoid her responsibilities as the heiress.
2) A yandere ex-girlfriend who for some reason can't personally kidnap Nazuki.
3) Her sister, who is incestuous and wants Nazuki all for herself.
4) The heiress of a rival company who had befriended Nazuki, similarly despises the cooped-up life of an heiress, and wants to run away with Nazuki, possibly with a side order of lesbian romance.