Definitely, sometimes they'll have a case number or agent id you can use to get back to them, but there are cases where you have to assume if it's important to them they'll continue to nag or reach out on another channel.

I have had at least one situation where I spent a while trying to get back to a quite convincing/legitimate sounding caller this way, where, as I escalated through support people it became increasingly clear that the initial call had been a high quality scam, and not in fact a real person from the bank.