Hi Bcmart,
Thank you for your post, I'm really glad that you've reached out to flag your concerns. As others have suggested, this certainly isn't a genuine request and we would never ask for this kind of information to clear security. Please do not supply this information.
We don't actually provide a direct message service via Twitter, so any messages you receive on that platform would be from fraudulent accounts. We do our best to report any such scammers to Twitter as soon as we're able, unfortunately there's nothing we can do to prevent them from being created in the first place. Would you be able to confirm their Twitter handle (after the @) so we can report this for removal?
Thanks,
Rachael