This is 100% scam.
When this happened, you want to hold down Ctrl+Alt+Del, then launch Task Manager, and then end all browser items there to close it. That page is definitely scam, but as long as you didn't call the number and engage in any of the requested activities, your computer is not hacked. It is just a pop up page that can have some audio effect (sometimes) and display in full screen mode, so it appears the computer is locked.
Scammers use various methods to trigger these pop-ups. Pop-ups are a form of online advertising. They are often integrated into websites or applications through ad services. Many websites use third-party advertising services to display ads. Sometimes, these ad services might inadvertently allow scam ads to be displayed. This does not mean the website itself is malicious, but it indicates a lack of stringent ad vetting.
You can read more about this type of support scam here: https://support.microsoft.com/windows/protect-yourself-from-tech-support-scams-2ebf91bd-f94c-2a8a-e541-f5c800d18435
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In your case, since you allowed them to remote into your computer and change settings, it is best that you disconnect the computer from the internet, backup your personal files to a flash drive or external usb drive, then perform a factory reset.