Here's my advice:
1) Use IMVULite.Using IMVULite will allow you to mute any avatar they harass you with. Muting an avatar hides their chat messages and avatar from your client. This will prevent him from harassing you in a public/private room. I do not know if it prevents them from sending you messages though, you'll have to find that out. IMVULite:
viewtopic.php?f=140&t=8013Remember: Only people using IMVULite will be able to mute. If you, your fiancee or rp family don't use it, he will be visible in the chat.
2) Block / report every accountYou, your finace and everyone in your rp family should block and report every account he uses. Do not reply back, simply block and report him ASAP. Replying back to him only serves to fuel him because it lets him know that he's getting to you. Do not read his messages more than you need to in order to realize who they are from. Reading the messages will only cause you more mental issues such as anger, aggravation and possibly sadness/depression.
3) Screenshot / Record everythingScreenshot at least 1 or 2 messages from every account he contacts you on (if he spams your inbox, take a screenshot of your inbox). This will give you proof for the future should IMVU ever ask for it or if you ever need to use it against him.
Screenshot the avatar card of every account he contacts you from and write down the name of every account contacts you on. This way you have proof of who they are and can give IMVU the account names if they ever ask for them or in case you need to use them against him.
4) Delete all his messagesKeeping his messages in your inbox only serves to disrupt your mental state as it reminds you of him every time you open your inbox. It also disrupts your social life as it may make you want to stop opening your inbox, thus making you miss messages from other people.
Here are some optional things you can do:1) Get a name change token for as many people as you can in your circleObviously this would be expensive so it's not the first choice. If you do this at the very least get one for yourself and fiance.
2) Get people to harass him backFind people to give him a taste of his own medicine, spam him, disrupt his public rooms etc.. Now this choice comes with some risks, it is possible that anyone who harasses him will get in trouble themselves. You know how unfair IMVU is when it comes to punishing accounts.
3) Hire Don Von to disable himIf the person is really doing everything you say and he deserves it, Don Von will disable him for you. However this option can take up to a few months to complete and can be expensive.
In the end, do whatever you can to ignore him. Eventually, if you block him enough and ignore him, he'll probably get tired of messing with you. And if he doesn't, you will at least have a better handle on the situation and will be happier till he either gives up or RL pulls him away.