We’re being watched!

A few weeks ago, we’ve got a new neighbor and he is giving me the creeps. When he first moved in I noticed he would sit outside all day and night. Which at first I’m like it’s no big deal until the other day. My boyfriend came home for his lunch break and I decided to keep the car so I dropped him off when his break was up. There’s two streets that lead up to our apartment. The back road has a field and you can see directly into my drive way. As I’m coming down the back road I see a red SUV parked by my apartment. I figured one of my neighbors had company but as soon as I turn from off the back road the suv was gone. When I pulled into the driveway I noticed the same SUV belongs to my neighbor and he just pulled across the driveway by his apartment. We don’t live in the same building he lives across from us so there’s no reason for him to be over here. Didn’t see anyone outside when I got out no one got out of the suv I sat outside for a minute to see. Now me & my boyfriend both noticed EVERYTIME we come outside he’s just sitting outside. The other night before I went to work me & my boyfriend came outside to get some stuff out of the car and he was standing at the top of his stairs & did not take his eyes off of us. I told my boyfriend that he was watching and when my bf looked over this man was still standing there just watching then went inside. Yesterday My boyfriend said when he came back from getting our daughter from daycare the man was just staring at him and my bf stood there a minute looking at him like wtf are you looking at? The man went inside. Last night we came back from eating dinner and when we pulled up we noticed someone standing in a window watching us. As we started getting out the man came outside and sat on his porch. All of this is triggering my anxiety to the point where im not getting any sleep. Constantly checking on my apartment throughout the night & when I’m home alone I lock myself into my bedroom. I just do not feel safe especially being pregnant. Should we go to the police? My boyfriend wants to get a doorbell camera and a gun today as soon as we take our daughter to school but I feel like that wouldn’t make me feel 100% safe. And rent is wayyyy too expensive in our area for us to get a new place.