I often sometimes despair of the police as it can be the case that the response victims receive is only as good as the lead officer who attends on the day.
That said there would seem to be much that is remiss here, not least being that his attendance on an IDAP course should be subject to agreements for multi-agency working and requires co-operation between the agencies, including the police, concerned with domestic abuse in order to prioritise your safety and that of your dc if applicable.
I'm wondering if he's yet to begin the course but, regardless, the course organisers and other agencies need to be aware that he has already overstepped the spirit if not the letter of the law in being found so close to your home carrying a knife which I assume he made no attempt to conceal as you are able to describe it.
The fact that he was found in possession of a knife in a public place is extremely disconcerting, as is the fact that no action has been taken against him and it is unlikely that his transgression will be reported to the IDAP course organisers.
I would suggest that tomorrow you phone the police using the 101 non-emergency number and ask to be put in touch with an officer who is assigned to domestic violence cases and voice your concerns to that officer - and that officer only. In addition, please ask the officer to allocate a domestic violence worker to represent you at any multi-agency conferences that may be called by the IDAP organisers.
In addition, PLEASE make contact with your local Women's Aid branch to again voice your concerns and to ask for help in ensuring that your local police force are capable of joined up thinking aware that you are at risk of physical harm from your ex and that all necessary measures are taken to protect you; as above, these would include flagging your phone number and address and also additional security - panic button, extra locks etc, for your home at no cost to yourself.
As you've described your road as something of a dead end off a main road, it would seem that he had no cause to be there. If he claimed/claims that he was using it as a means to access a hunting/fishing ground, he could have chosen an alternative route - and would have done had he taken the orders of the Court to heart.
Under the circumstances I have serious concern that it's going to take more than what has been meted out to him to date to stop your ex from harassing, intimidating, or otherwise making you fearful in relation to going about your lawful business.
He needs to feel the long arm of the law on his collar again be whacked back into his box sharpish otherwise he's going to start thinking that he's above the law.
Please come back tomorrow with an update - I'm going to be thinking of you and I'll start worrying if you take more than a day or so to come back here.