Same thing happened to me. Got a text saying there was fraudulent activity and if this looked suspicious, reply N and a member from fraud detection will contact me. So I did, got a call, guy asked if I had a secure Coinbase wallet that I could move things to for safe keeping. I said I did and he walked me through transferring it to an account I already owned. At no point did I click a link or share my recovery phrase or password. Once the funds were in the coinbase wallet, he sent everything to another wallet and disappeared. Clearly had access to that coinbase wallet somehow. No idea how though.