Squirrel
The reason they don't leave a message is because they don't know who will pick it up and they have an obligation to keep the claimants information confidential.
They may have phoned to offer you a short notice appointment for an assessment, you do not need to accept this unless you want to and you cannot be penalised for failing to accept one of these.
If this was not the purpose of the call then you will have to wait for a call back-or you can try phoning them to see if they know.
Gordon
Nothing on this board constitutes legal advice - always consult a professional about specific problems 
