Yup. He knows where you live. He also "knows" you have a shotgun AND that you're not going to hesitate to use it.
Of course, always keep your alarm on and your firearms in the safe when you're not home.
And definitely call the police chief and get a complaint going. If you have to, write a letter to the editor and word it so that it fits your local attitude about guns.
"Great genius will always encounter fierce opposition from mediocre minds." --Albert Einstein.