Miss Chicken, I can understand your trouble. Let me try to explain (it's quite complicated)...
Some time ago, I had a girlfriend. Her best friend from school had a brother, who was a pathalogical liar. I think he really couldn't help himself. As they say, even negative attention is attention. He had told people that his mother died (which was, ofcourse, awkward for her, to hear from another person *hey... you're not dead?), told people that he was very wealthy (which he loaned from the bank... and they never got their money back!), yelled at his family (or anyone that got in his way), and just couldn't stop spitting out the one strange story after the other. Reading your story, it seems that this is the case here as well. He really can't help it, but in his mind this sort of things really happen; it looks to me as if it's close to borderline syndrome. For those people, everything is black-white: there is no in between. You like me, or you don't. If I haven't got my phone, you must have stolen it. Did we do something fun last year? No we don't because we're not doing anything fun for a long time. What you say is a lie, and you can't prove it otherwise. Yes, I was in jail. What do you say, you don't believe me? Are you implying that I'm lying?
If the above sounds familair, then yes, it could be borderline. For them, life is a combination of effed up things, and they cannot appreciate positive things, even if you immerse them in fun stuff for a whole week, or even a month. After that period is over, they'll revert back, continiously whining about how effed up their life is and that nobody helps them, and that nobody can do anything good for them. Helping such people is very difficult, because they need to accept the fact that they are in a downwards spiral first before anything can be done. They need to make the first step, nobody else can do that for them.
You've done a good thing by changing the locks. You'll need to record the front door (and the yard, if you have one), though, because if he comes back and starts waking up the neighboorhood at two o'clock inthe morning while being gone before the police arrives, you need to have proof that it was him, and that he poses a serious threat to you and your two other sons.
I can just advice you to be strong, which can be tough but right now there's not much else you can do...