Ugh, sure, so awful for you. The odds are he is not actually spying, but like pacific said, if you really feel he is about, call the police.
The other possibility with 'the other man' thing is that it serves to justify his anger and how he is acting towards you, it sets him up as the wronged party and enables him to feel like his behaviour is your fault.
I think, by his last text, you can see how detached he is from the reality of the situation. I mean to pester you continually for two weeks with no reply and then to even consider you might respond to that...
It must be horrible to hear from him but it also must help to feel you've taken the right course here, who knows how long he could keep up this low level harassment, not putting himself out at all, just sending a few texts, but keeping you in a state of heightened anxiety.
This breaking away is going to be the hardest time, but you've taken all the right steps to ensure it is dealt with as effectively as possible, and that it will be over with for good one day.
The storm will pass, sunshine again soon 