Contact Airbnb via Twitter, you'll get a response real soon. Inform them you are very concerned not only about your safety which is why you have now decided to report this incident to the police but also it is causing you an untold amount of distress.
Inform Airbnb that you have done everything from your end in terms of authorising a refund and therefore the matter really should have been put to bed by now. Ask them to investigate the delay ASAP and refund the guest ASAP also, as the delay in completing this refund is having a detrimental impact on you. Inform them that since you have done everything required of you, a failure along the line outside of your control is the direct result of the on-going harassment. Request that they respond confirming that the refund has now been completed and that the guest has been informed to desist from harassing you.
They are normally quite good with stuff like this so I'm surprised you haven't heard back and I’m sorry to hear it has got to this stage. I would suggest you do not respond to any messages from this guest and that you flag all messages received up to now and any more you receive whilst the matter is being addressed.
Click on the link for contact options, try Twitter- Contact Airbnb
Hope you get it sorted soon,
Ama