Was it my fault??

Today, I had a little problem.
This problem was a bit stressful.
Someone called my office, and he said that "I want to talk Dai. I'm work with XXX company, it's your partner company". Dai, he is my team leader, had already gone home. So I told him his absence. After that, he asked me to get Dai's company mobile phone #. But I couldn't tell him that.
Because of my company's compliance don't allow to tell it someone who isn't our partner. So I said I couldn't do that. He was very angry. He kept wanting to get Dai's phone #. So I propose to call him back, but he denied it. I was really at a complete loss. I hold the line and had a talk with my team member for about five minutes. During I had a talk with them, he hang up the phone...
It was a bit stressful problem... I was a little bit tired of that...