Also, it is worth considering that debt collection agencies are very good at finding people, and very bad at upholding ethical standards. Going to prison is not the worst case scenario.
If you think you can't get caught because you use Tor, I know of a few people who can testify otherwise. See, e.g., Ross Ulbricht and Christopher Grief, to name a few.
https://www.youtube.com/watch?v=eQ2OZKitRwc
A talk on how Tor users got caught. In a nutshell: it wasn't Tor's fault, but bad OPSEC on the part of the users.