Normally, if you can't be served, they get permission from the court for "substituted service" - service upon you by means other than personal service, such as publication, posting, and/or first class mail.
I don't see a full official version of Georgia's court rules online, at least not one available without paying a fee; I did find this unofficial version. Discussion of how service can be effected when the defendant "cannot, after due diligence, be found within the state, or conceals himself to avoid the service of the summons" is under "service by publication".
If you moved and failed to update the lender about your change of address, contemporaneously with your default, it seems quite possible that the threat is being made in relation to your frustrating attempts to repossess the vehicle. Or it could be that the process server was shaking the tree to see if your new address would fall out. Unfortunately, as you know, we're not able to tell you what he was thinking.

