Most Helpful Guy
Wow! What a crazy man. I'm sorry you're going through this. You're really doing all you can if you changed your numbers and contacted police. Make sure you document every threat he makes. Are you able to get a restraining order on him? I know some states are stupid where the person has to physically give you permanent brain damage before the police are allowed to do anything, but if you haven't looking into it, I would.
Have you also changed your email addresses? I know that would be highly inconvenient, but it might be necessary so you can try and cut off every line he has to bother you like that. If he's calling you at work, that's another issue, but hopefully there's a system in place to screen his calls.
Damn, what a nut case, and I hope everything works out for you.