Call him from a phone number not your own (prepaid phone works best for this) and ask him to stop. RECORD THIS using a method of your choosing. Have a witness who is willing to corroborate the conversation took place. The more neutral the better. Make sure he's on speaker phone if you can.
Confront him again in-game (this requires taking him off blacklist) and ask him to stop. take screenshots and PHOTOGRAPHS of the conversation.
Then, go down to your local courthouse and ask for your options. Often times this will be a restraining order, it varies depending on state or jurisdiction. But basically, if he is affecting your emotional well-being and is stalking you, he is committing a crime and steps can and should be taken.
Also, file petitions with square enix as much as possible about him. Even if it doesn't work, keep at it.
Oh, and if he's bothering your ENTIRE FC? Have them all do the same. And keep filing petitions.