confrontation/assertiveness has never been my strong point,...hence how I got myself into this in the first place I guess.
Read butterfly's posts...many times these guys do go after those that are challenging, assertive and strong. You have more strength than you give yourself credit for.
I certainly wouldn't have thought I would have wound up in the situation I did. I had everything going for me when I met him. It took 4+ years til we were divorced and almost another 4 years to finally end the relationship knowing full well he would stalk me and make my life miserable. Ultimately I knew it was him or me and I wasn't willing to give him me!!
I don't think I am a slow learner but I had to take baby steps to gain back what I lost in that first year of marriage. When we separated to divorce, the first round of stalking I could not handle it...I think I may have faired better if I could have cut off all phone contact. I finally had to talk to him on some level to end the stalking before I went off the deep end. The best time of our relationship was after the stalking ended through the Divorce. Shortly after we were divorced I had a major emergency surgery, my father passed away and I was afraid I wasn't strong enough to take care of our son alone and I let him move back in with us. Big mistake. Once he was moved back in, same old patterns continued So I do understand what you are going through to a certain degree. Not enforcing a strict no contact policy allowed him to get under my skin and for him to manipulate his way back in my life for an additional 4 years.
On phone calls....if you must answer the phone calls, try answering the phone and setting it down and going in the other room....let him talk all he wants. If you are afraid of escalation this could go either way...depending on how often he needs a response.
The suicide stuff...find out where he is (they may be able to track him down from the phone number if he is calling from a land line) and call the police and tell them you got a call and he was threatening suicide. They can go check out his well being and take him to the hospital for psych eval if necessary. This is what my psychologist suggested when I got a suicide note in my car from Dip. He never threatened suicide with me again.
Most of the time, threats of suicide are sympathy ploys or a means of controling you--it sounds like it is working very effectively since you are still taking his calls. Men that are seriously suicidal don't generally say a lot about it, they just do it. If he chooses to commit suicide, that is his choice and his choice alone. You are not responsible for him and you would be better off if he wasn't around to harrass you.
I understand your fear of the RO, however, that is the only way the police can really take action. I can almost assure you that it will escalate but you can use that to your advantage. It sounds like you friends and family members that are supportive...enlist them to prepare for the escalation and catch him. The important thing is to be prepared and ensure your safety. Find out what the laws are in your jurisdiction and what it takes to get someone arrested and convicted of stalking. Find out what the minimum and maximum sentencing is too. Base on the laws, it can be risky in filing for any type of protective order. I don't advise going against what your therapist says, however, I am presenting an alternative approach. But you need to have a lot of support and know the legal environment you are dealing with before going forward with anything.
Finally, this guy is going to be angry no matter what you do. By talking to him and by not filing an TO/PO you are allowing him to continue to exert control over you.
We all have different perspectives and I hope maybe you can glean something from the suggestions above. I wish you the best.