I can understand this is a highly unpleasant and offensive experience for you and in an ideal world it should never happen. Frankly I wonder why you resume talking with this unsavory person after cutting him out of your life.
I can understand he may be a means of getting information about a third party but is it worth it?
He obviosly has an infatuation or fantasy of some sort in relation to you, and under the normal course of events if he had been told straight away you were not interested, and even threatened to report him I'd be surprised if he continued.
However from his point of view I would imagine he feels he is getting mixed signals - which leads to hope. You break off lines of the communication and them open them up again.
May I suggest you tell him you have given him enough chances to behave in a civilized manner and from now on you will report him to his wife, his employer and if that fails the police if he contacts you again, and that you have no desire receive anything at all from him again on either social media or in person - ever.
Then stick to it and do not contact him again. By all means keep a record of anything he does send.
After the on-again off-again talk in the past it might take him a while to get the idea, but hopefully by being ignored he will come to realise you mean it. If he does not quickly stop then might be the time to speak to his wife or employer. While it would be possible to report him to the police you may find the ensuing experience unpleasant, so I'd think carefully before doing so except as a last resort.
Do you think this might be the way to go?