Preliminary investigations into the calls have revealed how banned articles like mobile phones were smuggled into the prison.
According to police, the mobile phone number allegedly used by Mahanand in making threatening calls to the victim was registered in the name of one Wilfred Rodrigues, a resident of Nachinola village.
"However, Rodrigues has said that he does not know Mahanand", he said, adding the inquiries have revealed that the documents submitted to acquire the SIM card were forged.
The investigations, he said, are surrounding the affairs within the jail and a massive search has been launched in the Portuguese-era jail to scout for the banned substances.
"We are yet to recover the mobile phone but we will get it soon", he added.
Mahanand had 18 cases of murders against him of which he was acquitted in 8 cases while three cases in which he is convicted are being tried in the high court following his appeal.
The alleged serial killer had been convicted in 2010 by the North Goa Sessions court for raping his wife's friend for four years and had threatened to kill her.