Lets get this out of the way -- 1st comcast outsources to a third party company to monitor your system
Second -- caller ID can be very tricky...it is actually controlled by phone provider ie if you have a cell phone with verizon, Verizon is the one that controls which calls associate with which caller id. Some carriers allow the end party to specify the caller id, aka can perform caller id spoofing..but this is going away
anyways...long story short, depending on your local monitoring company, the phone being used, etc this may not happen.
To test - try having them calla different phone on a different carrier (if possible, ie relative, house phone work phone, or whatever is available to you). Do you see the problem with unknown caller still? If not then call your phone provider and request that this number show this name (I doubt this will go anywhere but doesn't hurt to ask)
If the phone does show up properly on someone else's phone (i.e. different carrier) then...
Two workarounds --
1 ) Sign up for a free Google Voice number and have the monitoring service call that number -> then have the number forward to your current cell/house phone. So when you see this google voice number call you, probably security company. You can even choose to have the caller id pass through but you may see the same error (or maybe not)
2) Talk to your current cell provider, I know Verizon lets say, has a plan for 1.99 month they will give you detailed caller id information when someone calls you so this could potentially fix the issue.
Hope this helps 
Good Luck