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The police are correct. Seek a restraining order. If he violates it, it gets the criminal process started and gives the police something to work with. A violation of a restraining order is a crime. Make sure you record his contacts and save text messages. Have witnesses if possible.
What he is doing is illegal and if you work with the courts and police, they will make it stop. Plus, its good evidence to have in the inevitable family court battles to come.
I hope this helps.