Help, I am being threatened and hared through yahoo messenger on my cell phone!!!!!?

I have been being hared and threatened by a certain yahoo user, he was texting my cell phone from his cell phone, i called my cell phone carrier and they blocked his number from being able to contact me. The police were contacted, and they suggested changing my number if the harment did not stop, then getting a restraining order and contacting the phone company. So I contacted the phone company like I said and they blocked him from contacting me. Now he is using his Yahoo messenger to send me text messages to my cell phone. I have taken the steps of blocking anyone not on my friends list on yahoo from contacting me, but this has not worked. This person is not on my friends list, and I am not even sure exactly of his SN on Yahoo. I have complained to yahoo and given them the reply number of which the texts are coming in from, and nothing has been done. Is there any advise anyone can give me? I really can not afford a restraining order because this person has not done anything psychical yet, my law enforcement wont just do it because I want one.