What should I do?

You go to court and get a restraining order. Look up your county court on how to file a restraining order. Once a restraining order has been granted, then the police HAVE to act and arrest him if he breaches the order. But you need to get that order first. Once a judge issues the restraining order, if he contacts you at all after that, he will be arrested. Right now the police aren't doing anything because you don't have a restraining order and he hasn't actually physically hurt you.

Also make sure he has NO way to contact you - that means getting a new phone number, getting off social media, moving if you have to, etc, etc

Just get a restraining order against him or change your contact details so he can no longer contact you.

Hire your own attorney to force the issue. While you're doing that, break ties and mean it. Don't contact him at all, change your phone number and get off social media.

Turn off social media and make an exit from him.

Contact the District Attorney in the county where you live. Hire a body guard. Move away.

Call the sheriff's department and ask them to send a deputy over to take your statement