I did call and explained the fraud department that I am about to make a $5,000 pharmacy purchase and still got a fraud alert at CVS. When I called Citi and told them I am in the store they wanted to verify me by calling my home phone.
These people from Philippines did seem to get it that you can't answer your land line in the store
With Chase it doesn't always work, but I personally have never had a problem after calling.
With Citi I had the same thing, but I said I'm in the store and asked if I can verify with the billing address or SS#, and they were fine with that.