I think what you have sent to him is enough to show to the police you have asked him to stop. It's really up to you if you want to make it even more clear and hopefully scare him off before it comes to going to the police.
In the past I've sent 'I do not wish to hear from you again and have asked you to stop contacting me, which you have ignored and you are scaring me. If you contact me again in any way then I will be going to the police for harrassment'
Normally I wouldnt admit to a narc that their behaviour is having any effect on me but essentially to prove harrassment, you have to show that he is aware is acting in a way that causes you fear or distress and by openly saying it to him, he cant say later that he didnt think it was harrassment (the exact words of my narc ex when he was arrested for harrassment 
)
Another warning is that his messages may turn very nasty when he realises you are not going back. Although this is scary, dont take anything he says about you personally (narcs will say anything to try and 'punish' you for leaving). Its all his issues and self hatred that he is projecting onto you.
If he threatens physically violence in any way, then call 999.
Do not get into any discussion with him and if he calls you, hang up immediately when you realise it is him. My ex narc rang me and recorded the conversation. I stupidly was trying to gather evidence against him (he was calling me and offering me money to drop the case before being charged) which he then tried to tell the police I was extorting him for money and submitted an edited recording in his defence.
These guy are truly batshit, you cannot outsmart them because they make revenge a full time occupation.
As I said before, it's likely he wont go to these extremes as the relationship was fairly short (although one of mine was only 5 months and the other 9 months and I was severely harrassed- both cases with the police).
It makes me so fucking angry that these bastards think they have the right to intimidate you simply for dumping their sorry arses. Also remember they do this to every women who causes a narc injury so try not to take it personally (although I know this is so hard to do).
Both of my stalkers stopped all contact when the police became involved and they were charged and released on bail (I.e they didnt breach their bail conditions of not contacting me) so it's likely it may have to come to that for him to stop but at least he will be arrested and go to prison if he breaches bail which is usually enough of a clear message to stop them.