You need to turn into a cement block when it comes to him... Next time you see him say" I want to make this clear I have no desire to talk to you at all so stop it" Or some variation of that .. Just very blunt !
As far as him being in the same support group that is going to make it tricky .. He IS going to hear personal things about you.... Can you maybe change to another group? Yes, I agree if he doesn't back off and you are scared of him in any way, contact the police.
I hope he leaves you alone. Last time I had a guy pull that nonsense on me I sorta kinda punched him in the face and broke his nose when he didnt stop. He never bothered me again

... But I must say I don't promote violence like that in general.