If a PI knocks on your door and says "I represent X, you have in your possession property of theirs, you can turn it over to me now or you will face legal actio

If a PI knocks on your door and says "I represent X, you have in your possession property of theirs, you can turn it over to me now or you will face legal action" and then you turn the thing over... that is not them illicitly taking the thing. That is you and them resolving a dispute out of court. If the PI brings a bunch of big goons with guns and they imply that they'll kill you if you don't turn the thing over, then sure, that's a raid. But also you'd presumably call 911 immediately and file a police report stating that you were robbed.