He needs to give you his name, badge / ID #, address, and phone number then. If he won’t, tell him you have no way to verify who he says he is and that you are not coming to his office because it may be a scam. Tell him to come to your house but don’t volunteer the address. If he is who he says he is he will have your paperwork and will already have it.
This doesn’t sound like standard operating protocol for ATF to me. They do surprise doorknocks quite often.
I did. He had my address