For harassment, it has to be direct contact with you. Tell this third party you don't want to hear anymore. As to whether or not it violates the orders you have against him, I can not answer because I have not seen the orders.
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What you report is making things inconvenient for you, which is causing you anxiety. This is may be harassment to you, but it is not legally actionable against your child's father. He is making your life tough, but it is probably not actionable.
Just send the message back that if he wants the location changed from the police department, he can go back to court and explain to the judge how this location is a problem for him, but until the judge changes the location, you are not. Then ignore it, and tell the 3rd party not to bother you with this anymore.
While I agree with my colleagues, I would add that if the message he sends to you via the 3rd party would violate the DVRO if he sent it by other means, then it is just as actionable via a 3rd party. While a request to change the location may not be a violation regardless of how he communicates, it can be considered a violation of the order to communicate harassing or threatening message via a 3rd party.