First, call your family member back on the number you already have saved, so you know they're fine, and don't send anything until you've talked to them yourself. Don't trust the caller ID either, because the FTC says scammers can make any name or number show up. If you can't reach them, call another relative or one of their friends, even if the caller told you to keep it secret. That secrecy line is part of the scam.
Then report it. The FTC's page on fake emergencies says to report it at ReportFraud.ftc.gov and to your state attorney general. I'd write down the number that called, the time, and what they wanted while you still remember. And I'd tell the rest of the family the same day, so nobody else picks up and panics. If you don't have a family safe word yet, now's when you set one up, and if yours got said out loud on that call, pick a new one and tell everybody in person. My family safe word guide has the steps, a practice call and a card for the fridge.