He said he didn't want to date me, why is he acting this way ?

I was seeing this guy. I'm 24 he is 31. He said he didn't want to date me bc I was immature and inexperience in life. He said i was crazy and had head problems to fix before I could be with anyone. Everytime I try to break it off he wouldn't let me. He ended up breaking it off and telling me to delete his number and other hurtful things. We work together and I told him to stay away from me. He did not like the sound of that. After he ended it with me, at work he prolongs any conversation with me. He stares at me or make noises to get my attention. Other days he completely avoids me. Like if he sees me coming he turns and walks in a different direction. I also believe he stole my phone. I was at work early one day and all alone. I left to check something out on site (i work on a construction site) and came back and it was gone. He dissapeared for a little while too. Oh and he had a gf the entire time that I didn't know about. Why is he being this way? What should I do? I've tried to talk to him about it but he won't let me. I am a little afraid of him because I dont really know who he is and what he is capable of.