Not a good situation to be in. I would contact an employment lawyer ASAP and get their advice.
I am stubborn, so would lean towards nuking the conversation off the phone and telling them you didn't save it. Have a lot of texts and limited space on the phone, so only really keep messages that are important, from your wife!
You may find yourself fired over this for cause and now you will have to go get a lawyer so you can collect unemployment. So, may as well get a lawyer to have a look ahead of time.
G