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No, you don't have to live in the same city to get a harassment restraining order. So long as the person is properly served with the order and -- if you get it in his county -- you file it with your police in your county, it would stil protect you.
You should be there in court with your lawyer for the hearing as you'd be expected to testify and present evidence. There may be some proceedings for which you wouldn't be needed but your lawyer can advise you as to that.