I've heard this same story yet another way:
Speaker #1: Unidentified ship, you are in danger with colliding with us, please change course.
Ship: This is a Coast Guard Vessel, YOU change course.
Speaker #1: Coast Guard Vessel, I repeat again, if you maintain your current heading you will hit us. Change course.
Ship: I am James Smith, Captain of this American Coast Guard Destroyer, with years of experience behind me. I will not change course. Move aside or face the consequences.
Speaker #1: My friends call me Tony, and I work the radar at the South Point Lighthouse, we can continue this conversation when you get here.
Undoubtedly made up, but brings a slight chuckle regardless.
-Smkn-