I try to shut the messages down as politely as possible but some of them are very persistant and I just want it to stop.
Ghastly situation for you OP & I empathise completely.
You can solve this very simply - but I am guessing for the tone of your post, perhaps not easily, for you.
You can do this - but you are going to need to give yourself a mindset change in order to achieve it. Are you in?
For example - the unwanted Facebook adds (& subsequent revolting & intrusive messaging) - it is absolutely NOT "causing trouble" or "offending people" to simply not respond. With a different mindset, you might have seen a friend request come in, & thought "oh it's John from accounts wanted to friend me - I'll ignore that."
There is no social or company rule that says you have to accept social media requests from colleagues.
It is your perfect right not to do so.
The late night messages, frankly, are harrassment, as are the disgusting attempts to hit on you by men old enough to be your father. Or any men. Don't enable their entitlement to your time & attention!
How to change that mindset? Apply it here -
I try to shut the messages down as politely as possible but some of them are very persistant and I just want it to stop.
You do not owe these twats politeness.
You do not owe these twats a response.
All you need do is block them.
OK - I can now imagine you now thinking "oh that's easy for Messo to say, but how do I do that politely & how do I deal with any fallout or offence?"
No HR person would tell you it is necessary to accept non-work related requests from colleagues.
With your newly adjusted mindset, make it your new rule that you never mix personal social media & colleagues.
You've seen the bother & stress it causes - it's just not worth it, is it?
Now take it one step further.
Unfriend & block every single colleague off all your social media.
Do not announce it, do not explain it, do not justify it on that media.
Do not refer to it at work - but as soon as any colleague says anything like "why have you not responded" or "how come I can't see your FB anymore?" etc, you have ONE STOCK REPLY & you stick to it:
"Oh, I've been advised to delete all colleague connections, because I have been receiving inappropriate messages & harrassment."
Refuse to say any more.
(apart from maybe I've been advised not to discuss it further. )
People may assume "been advised" means 'by HR' or 'by my boss'. Let them.
People will gossip for a while, then forget about it.
You then have the bliss of not having to do extra, unpaid work dealing with "polite" ways to "not offend" the offensive bastards who are not being polite to you every evening & weekend.
You can now also pat yourself on the back for taking immediate & effective action to protect yourself from harrassment & fuckwittery.
Please make this mindset change Kaltenzhan.
It won't just fix your current problem, it will change your life for the better - because you will have realised that women do NOT have to appease men who are harrassing them, do NOT have to put up with their shit, & ARE perfectly entitled to simply not respond to it.