Agree with previous posters - he *is* behaving as a stalker and doesn’t respect you. He only cares about what he wants - that’s the real reason he won’t accept your reasons for breaking up with him, and if he hasn’t done already, will just use what you say to manipulate you into staying with him. It’s best to say “this isn’t working” if you do want to say anything, but don’t offer any further explanation when he asks why, just block him everywhere you can.
Split up over the phone if it feels safer than in person - if you do split up in person, have someone with you and do it in a (busy) public place, where he can’t so easily do anything drastic. Might be a good idea to spend more time around people you trust afterwards, too, if possible - for protection and distraction, if nothing else!

I’m not sure if you can get a restraining order or anything against him, but yes, certainly you should call the police when he turns up unannounced. His behaviour will escalate if you stay with him and who knows what he’s truly capable of?
Good luck with however you choose to do this!