Welcome to Wikivorce but sorry you find yourself here. You don't have to report this to police to divorce on UB grounds. There is a very specific way to write UB grounds. Have a quick search of the site for help.
You should though speak to the police about this behaviour if you feel able to do so. Coercive control is illegal. It may also help any financial claim if conduct needs to be considered. It will also help you obtain legal aid whi h is only available to people who have suffered dv and have low income/few assets.
If you are on a low income you can apply for fee remission in addition to legal aid. This will help with court fees.
Do I need to pay the fees first? I have the references for the fee remission do I put that in with the papers?
I sat with the police today and they have raised it so I have a crime number incase he continues to try to contact me