OP in the meantime whilst you are waiting for your local force to pull their fingers out their arse (seriously hope it isn't who I work for) can I suggest you do the following for now.
As I said before, save all of the messages somewhere, screenshot them and send to yourself make copies incase something should happen to your phone tonight eh accidentally dropping it in water etc. Just back up all the evidence.
Sit down and make a chronological list of ALL the contact you have had from him since his bail release until now.
Block him on all platforms, everything. He knows he isn't to contact you so he has no reason to try. If this has been antagonising him and meaning he uses third parties to reach you, this is a further breach of his bail because he also can't contact you 'indirectly'.
The family members who have also had unwanted contact from him, get them to do the exact same steps as above. When officers attend having this information to hand will be invaluable. The chronological list of times and dates and exactly what happened is most important.
Write down a list of his known addresses, places he visits, friends and associates and where he is likely to be found at what time of the day. Include vehicle registration numbers, work places, telephone numbers for him and his family/friends. This will really quicken the process if he decides to hide from the police if he knows he's wanted.