Had wisdom teeth removed in July, insurance covered part, we paid rest, now a third party company says we owe them back $500 that was returned

In July I had wisdom teeth removed which same as title says, covered by insurance partially and partially paid out of pocket. We submitted to insurance to which they returned around $500 of it. Had jaw trouble and other stuff after it was a literal surgery due to them not even being out- the whole thing was pretty pricey.

So I call my dental insurance and they said they don’t see anything we owe back. I tell them this third party company sent me a letter saying to send a check for the $500 and make sure the recipient is my dental insurance? I had a really similar thing happen with an eye doctor (neuro eye doctor) I saw who months after seeing him charged me $50 that was allegedly not covered by my insurance but it was from the office itself so I just paid it and I’m wondering if this is like legit..

My insurance told me to call the third party company (auditors) that told us we owe the money. But I didn’t call today because I opened the letter after call hours and because I don’t want to give my info to them.

Question: is it safe to give them my info to figure this out? Also dental insurance said do not pay anything until we sort this out