The name “Kai” comes from the Hans Christian Andersen story The Snow Queen – Sneedronningen in Danish -( I knew you’d love that word!). Kai is the boy and Gerda is the girl, protagonists in the original story. Disney in “Frozen” made them minor characters, http://disney.wikia.com/wiki/Kai_and_Gerda supporting the royal family.
I hope that the caller was not actually “Kai, The Hatchet-Wielding Hitchhiker”
Then again, since that recorded segment is likely to be…very old…it was probably originally broadcast when the infamous Kai was in elementary school.