How to protect yourself against mentally ill people?

Me and family have been getting harrassed by this mentally ill person and we feel very unsafe. Constantly banging on doors, threatening to kick it down again. No one here is doing anything but telling us to call police which they wouldn't do anything because I guess mentally ill people are covered by the law. I just don't know what else to do or how would I protect myself if this person breaks in room again. currently in shelter so this basically sucks. People say I should fight back but I'll get arrested and they would not get in trouble like always.
How to protect yourself against mentally ill people?
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