This is an example of indirect speech because when someone says “they are calling you” you are talking about what “they” said but you aren't using exactly what they said. You are just repeating vaguely about what they are saying. For example, if I were to ask my mom when dinner is going to be ready, I would say “Mom, when is dinner ready?”. And say my mom doesn't hear me, so my brother yells out to my mom, “Mom, Chloe is calling you.” This would be an example of indirect speech because my brother is telling my mom that I am calling her, but not exactly what I am saying. Hope this helps you. :)