It sounds like to me that Jim has a lot of mental health issues. For one, he is imagining that he has a better relationship with you than he really does. Secondly, he seems to anger easily. And thirdly and most importantly, he is crossing big boundaries in his behavior. He approached you and was sexually inappropriate, he is aggressively demanding when it comes to what is going on with you, he is judgmental (i.e. controlling) and he seems to have some narcissistic traits.
You have every right to be upset about what he is doing. He is not only crossing boundaries into your life, he is bullying
your friends to find out about you.
You may want to consider setting up boundaries with him. Changing classes is a good idea and a good start. Also, enlisting the help of others in the church who have some authority over him. You may not be comfortable doing that and that is understandable. But maybe putting out some feelers about how you can address this situation may help.
When he approaches you, say as little as possible. Try keeping your emotions out of it when you respond. Think ahead of time of a simple and general response. Something like "Thanks for your concern but I am fine." and repeat as needed. If he gets too pushy, seek help with someone like C or P. Or you can keep someone close by when you go back, just for support until you are sure he won't bother you.
You may want to consider the reasons you watch the documentaries first before you stop. As you watch them, think about how you feel. What are the main emotions you experience? What do you hope the outcome will be when you do watch them? Why chose them over another type of program? By answering these questions and addressing your feelings, you can explore the emotions around this and resolve your feelings about it. Just stopping may not resolve it for you like you need.
Good night, Shay. I hope you sleep well.