What would you do?

Sorry this is a little long :( My Fince' and I have been together for a little over 3 years. Just got engaged in January his proposal was perfect, very sweet and special. We set the date for sept 22 2018. We are having our second baby and we decided that I am going to be a SAHM after this baby until our kids are a little older. Things have been great we haven't had very many problems and we've been great together. I thought he was my soulmate and we would raise our family and grow old together. Well his ex wife has been a reoccurring problem. They were going through a divorce when we first met. Things were messy she wasn't communicating and being difficult. Finally after a year the lawyers track her down and serve her. She got half of everything they acquired during their marriage (btw they don't have any children together). My Fiancé and his ex in laws are still very close, they understand what kind of person their daughter is and they are very different from her, I think that they are very sincere people. Anyway his ex wife has tried to manipulate and used this as an excuse to try to contact my fiancé many times. For the last 3 years she has tried to keep in contact with him about the stupidest of things; her boyfriend is angry that she hasn't changed her last name and she can't find her SS card, her TV isn't working, she left luggage in the attic and she needs it, she can't find a scarecrow decoration, her laptop needs fixed, her mom is going in for a check up because she use to have breast cancer, her grandma is sick. The list could go on and on. At first i thought it would fase out. He barley messaged her back and Was always very short, from what I've seen. After I had our son literally after 2 years we've been together he asked me if it was okay that he told his ex wife (because she cried and threw a fit when she found out we were pregnant, she said it was embarrassing that her whole family knew before her). I told him "no that I didn't not feel like it was appropriate". He told her anyways, deleted the messages and then got caught. This is the only problem we've ever had so we worked it out. 6 months go by and she's still contacting him. I finally had enough, struggling PPD and thyroid disease after having my son made me pretty moody and literally not give a fuck anymore. I told him that she needed to stop  contacting him because i couldn't and wouldn't put up with it anymore. So he tells her to stop messaging him. I blocked her from his phone and all social media. Well he got a new phone for Christmas and what do you know she is still messaging him!!! Seriously 3.5 years later she is still trying to contact him. I asked him to block her and it started an argument. He said "he's not the type of person to block someone because it's disrespectful." "It's a cowards way out." "And if I want him to block her than I should do it." "he would message her and tell her to stop bothering him but he can't do that since I forbid him from talking to her", "he likes it when she updates him", "he wants to see how long it takes for her to stop reaching out to him". He has never acted like this before. I feel like the past 3 years of my life has been a lie. Idk what to do. I can't do this. Like how do you even reason with those comments?!? I don't even want to reason with those comments their ridiculous. I told him that I was sorry but this isn't what I want out of life and maybe we should split up. Then that's when he said he will prove that he loves me by blocking her. I just feel like this shouldn't even be an issue. And why should I fight for a relationship that he clearly doesn't respect. I just feel so lost and defeated. I've been crying for the last 5 hours and we haven't spoke to eachother. I'm sleeping in the master while he's sleeping in our sons room with him.