Roommate doesnt understand privacy or boundaries?

Long story short (It's kinda a long one), how do we set new boundaries with our roommate when he doesnt quite understand social cues?

My husband and I took on a year lease with a close friend. Super good guy. Like 26 I think around the same age as us. Fairly clean, somewhat organized. In college and works an office job. This is his first time being on his own as he lived with his parents until now and working their family business. It just made sense for them. His family is awesome. They have their over protective quirks but they are good friends and we welcome them as they do my husband and I. His family is really close and does everything together. His mom told me she had to convince him to move out. Hes financially doing really well. He could have lived alone just fine but he wanted roommates and the situation benifitted us.

I am 35 weeks pregnant so maybe hormones are a really big part of it but i get very very irritated easily. I like my space. Im in a lot of pain. I have anxiety and depression. My husband and i are not very social all the time. We like our time alone to talk, cuddle, watch our fav shows, game or practice music stuff.

Our new house is a 2 bedroom with a big livingroom and a carpeted dining room area. Instead of sharing a room with the nursery, we gave the roommate the bigger bedroom, nursery is the small room and our room is the living room. Couch and tv is in the big dining room. It works wonderfully and looks really good.

We dont have an actual door, but are going to put up a rod and thick curtains that block out sound and light pretty well (we arent worried about intimate time as we have quite a bit of time where we work different hours as roommate)

The irritations are that we hang out with Roommate have bonfires with him, play video games with him, have dinner all together, greet eachother when we get home, we communicate what we are doing with him. But hes not very good at communicating back and doesnt really understand the social cues when we say things like: we're going to bed or my husband will ask if i want to lay down for a nap. Or hes gonna go game for a while or that we want to watch our show.

The roommate will follow us into our room and sit/lay across on our bed or bring his own gaming chair in our room and watch us game or watch tv with us or literally look over our shoulders to watch us scroll on facebook for a whole hour. Laughing obnoxiously loud and talking. We could have watched somwthing in the living room if we wanted to spend time all 3 of us...

We will discuss dinner ideas and have a list of things we need and when its his turn to go to the store he only gets a few of the required items needed for dinner..making us have to go back. Kinda like hes making a point we should have gone with...

Husbands at work right now and i work in a few hours. When I used the bathroom this morning as soon as i woke up, he knocked on the bathroom door and was talking, i couldnt hear him.he had all the time i was up and moving around to talk to me or wait until I was done.

Later I asked the roommate if he needed the bathroom so i could shower, he used it quick, started making breakfast for himself, left all the food out, then took a 45 minute shower using all the hot water while i sat around waiting. He's off all day, i am not. I needed to get ready for work. When i got out of the shower and started doing my makeup he knocked on the door. I didnt answer. He knocked again andasked if i was ok because id been in there a while. I turned off my music, the fan, unlocked the door so he could talk while I put my makeup on. He was "just checking". I closed the door,locked it, when he left and continued getting ready. 10 minutes later he knocks again and says he thought he left his phone in there so i open the door and he's lile "nevermind i found it" then comes in and starts brushing his teeth and doing stuff in the mirror while im trying to get ready.

I'm just incredibly irritated. Hes not creepy. (Ok maybe the bathroom thing was a little creepy now that i think about it. But it wasn't at the time. Just annoying)

Hes very clearly just lonely and wants to be social with us and do everything with us. He doesnt have a girlfriend. He hangs out with his family and a few mutual friends sometimes so It's not like we are all he has.

Sorry for going on and on.

Im sure we can make this work. My hubby and i are good at adjusting. It's only temporary, roommate looks forward to getting his own place after lease is up or even before.

How can we set clear boundaries and limits and privacy requirements?? How do we even start?? We dont want to offend him as he doesnt understand what hes doing. His family didn't teach him those kinds of boundaries as they welcomed his closeness and that kind of behavior in their family home. He also has really bad ADHD so hes a little more annoying other times than some..

Thanks for reading this. Just looking for some input on how to make it work. Moving out is not an option. We dont want to create a hostile environment especially before our baby is born.