If he is a buyer (not a bidder, he actually had to buy something) he got your address when you got his, preparatory to paying and shipping.
Bidders see no more than you indicate as your location. "Beautiful Belleville" "Victoria BC" "Nova Scotia" are all acceptable, as long as they are accurate.
BTW, the location should be the location of the product, not necessarily your own. Because a buyer deserves to have some indication of time in transit and possible customs fees.
Are you getting eBay Messages? You can, without opening them, mark them Read and then Delete them.
Are you getting messages on your personal email? You can mark them a Phishing /Spam and Delete them without reading.
If you are getting harrassed, just keep deleting messages from that address.
YOU NEVER HAVE TO READ AN EMAIL. YOU NEVER HAVE TO RESPOND TO AN EMAIL.
If the messages are threatening to your account, eBay Messages can be Reported to eBay. There is a link in the message.
If the messages are personally threatening you can report the sender to his own email service or to the police in his community if they are sufficiently serious.