Holy shit adv, got myself in a crazy mess

>be me 22 f
>go to pub with friends
>this guy hits on me
>he's 30-something but cool
>fast foward we start dating and have sex
>fast foward he tells me he has pregnat wife and 2 years old kid
>he says he will get divorce and then literally proposes to me with ring and all
>I tell him to fuck off and never contact me again
>he begs me to stay with him
>I decline

This was 4 months ago. Since then he was calling and texting me like a crazy person (hundred texts per day, less phonecalls but a lot). I blocked him on social media so he started harrasing my friends. I changed my phone number a month ago so he started showing up at my university, work place, even bus stops I frequent. I told him I'll call the cops and he always relents after that for few days and then starts the same shit. I don't know what to do, this guy is mental. I'm really scared he may hurt me. Any ideas, adv?