OP, I am so sorry all of this has happened to you. Of course you feel violated and betrayed, horrendous that your support turned out to be a trap.
He was incredibly manipulative to tell you about his own history and MH. Getting you hooked in to his story was all part of a manipulative abusive strategy.
He was provided as a resource by a charity set up to do that. He has betrayed that service as well as exploiting you.
You are not his support worker. And based on his behaviour, he is not your friend. So you have not one jot of responsibility for his well being in any way.
Do whatever you can do to look after your own well-being as your priority. I really hope you can find support from a woman counsellor.
Reporting is of course up to you, your own decision. But you may feel, in time, empowered if you do. So whatever you decide for now maybe store any messages he sent you? Just to give you a choice at some time.
Bloody hell, OP, I am so angry that you were treated like this, and I know not all men are like that (blah blah) but enough are and we need women, women, women to help us when we have been victims of male assault.