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When I was dealing with UW on a recent CLI they called from their Phoenix offices but the number did come up and they left a message with their direct ectension and also advised to call the number on the card if unsure. Went online and chatted with the rep and confirmed the number and gave them a direct call.
New account and someone calling you to confirm your name / SSN would be a red flag. This isn't normal and calling them instead of them calling you would be best for confirmation of speaking with the bank and not a scammer. Not sure why they would be calling and asking for info unless they were just confirming the approval and tell you it's on the way. There's a status page for that though
If I were you I would call AMEX directly through their customer service and see if there are any issues/notes on your account proving this. Usually if there is suspected fraud on the account they'll direct you to their ASG.