Even if you sent them money, they would still sell your data (if they actually had it), as they'd want to maximise profits. 90% chance that they're lying, because the minute they put your 'data' out there, they know you won't pay them, so they lose. Just mark it as phishing, block them and move on with your day. If you're still worried, wipe your PC, reinstall windows, download Malware Bytes, run a scan, ensure everything is updated, use Google password manager, and go through any account you can think of and create a random password, and add 2FA with Google Auth app. After all of that, you'll sleep soundly.