You may want to make a complaint to
Phonepayplus (premium rate regulator).
Although, at this time, they wont do much they will still have to log the call, etc.
This may help in the future because Phonepayplus are of the opinion that 0871 wont be used for scams like this and as such is planning on imposing only very, very limited regulation on 0871 numbers leaving scams like this and being kept on hold for ages alone.
I hope that eventually (a long time probably away) that Phonepayplus may reconsider their very light-touch regulation on 0871 numbers. However, this will depend on how many complaints they get about 0871 numbers.