Hello @Matt4212 and welcome to ABB CC.
Sorry to read you are being faced with this awful situation.
Number 1 priority is to report the details you know to your local Police Authority, you may save someone else from something similar happening to them, it's most important to create these files as Police can, and should, as part of ensuring the Protection of the public, at least speak to the person concerned.
If they have a file then that can at least be referenced in future.
Just be mindful with the Digital Age that Police files are not kept for what used to be the lifetime of a person by age just some silly software platforms capacity storage availability.
Some records are now only kept for less than 10 years.
You may like to advise Police of that if that has also happened in your country as we found out has most unfortunately happened here in New Zealand.
Police, or a lawyer, or you yourself (there's Templates online under images) can also on your behalf write a letter advising the person concerned to cease their harassment of you - and those associated with you.
It's best to cover all bases and ask Police to include this as there's often unknown 'associates' lurking.
It's probably safer and in the best interests of Public Safety, the Police do this factoring into account background history of the person, as they are Law Enforcement agency and may know details about this person that you don't.
Most importantly is to keep copies of the original communications and do NOT respond to them in any manner or it may be deemed to be encouraging communication.
Hopefully your proactive approach will ensure the Police will help them get the needed help they need to change their Anti-Social behaviour.
All the best