just to set things strait: most likely its not a witch hunt, it may even be sincere concern.
however, maybe the elder is the type, that feels uncomfortable doing sheperding calls (many do), but he feels he must do the duty.
so help him out, by following the advice of the other posters, thanking him for the concern, but atm you are not able to receive him.
you may do it a few times, then he will give up, in a way even satisfied, because he thinks, he tried as much as he can.
then he has an excuse to himself (or other elders or CO).