Has my Icloud been breached?

Apple does not make such calls.

All such calls are scams from criminals attempting to steal your personal and financial information. The callers will often use number spoofing to pretend they are calling from a legitimate business. The correct course of action is to hang up on them, repeatedly if needed. 

Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - Apple Support

No, they are scammers that want to steal your account password. Apple never makes any such kind of phone calls.

See https://support.apple.com/en-us/HT204759