How do I tell if I have had my iCloud breached?

It is a scam. Apple doesn't make unsolicited phone calls. If there was a problem you would be notified when attempting to log in, including when logging into this forum. Also see: Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

One option to consider is Settings > Phone > Silence Unknown Callers. See: Detect and block spam phone calls - Apple Support

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 ignore the calls or hang up on them, repeatedly if needed. 

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