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They called on Sunday afternoon saying it was about an application that had been submitted for a work at home job but said no specifics and said they have thousands of applicants so i need to call back within 24 hours. Sounded very demanding. Plus its Sunday, so a bit strange.

Samantha wrote:

Plus its Sunday, so a bit strange.

Let us imagine that the job offer and the company making it is legitimate.  Federal law does not limit which days of the week phone calls can be made and limits as to when in a day they can be made usually only apply to telemarketers, debt collectors and a few other limited categories.  A few of the States limit some types of phone calls on Sundays, but the covered categories generally do not cover job offers.  Many legitimate companies do operate on weekends and Sunday is usually a good time to catch people at home.

Now, I did say "Let us imagine ...", since more than likely this is a scam call.  When you get such calls, you should ask yourself a couple questions:
Did you apply for such a job?  If not, then this is most likely a scam.
If you did put in an application somewhere, did they ask for you by name?  If not, then this is also very possibly a scam and the scammers are just calling numbers looking for a gullible victim.

"Work at home" jobs have been a common ploy of scammers since long before "teleworking" became popular due to COVID-19.  They usually request that their new "employee" pay upfront for things like supplies, equipment and "training" from their own pocket with a promise of repayment later or they send a check to cover those "expenses" with directions it be cashed and the money used for that purpose.  In either case, the money is sent to a specific "company" to "purchase" the required items.  The "employee" is scammed of the money sent to that company; the only differences between the two cases is that in the first the "employee" finds out very soon that they were scammed and in the second it may take a couple weeks before the check bounces and the bank demands that the money that was withdrawn against it be paid back.

Samantha wrote:

... said they have thousands of applicants so i need to call back within 24 hours.

This is another sign that this is probably a scam.  Scammers like to create a sense of urgency, so their victims do not have time to think calmly and clearly think what they are doing.