I would have to ask you, what is more time consuming and aggrevating, him calling you at work or coming showing up there and you feeling un easy and embarassed or getting another harassment order for when he's drunk?
How did that work out the last time you got one of those? And why did you let it expire?
I would agree with your therapist, but you have to out weight which means more to you, keeping your job and not feeling embarrased by him calling or continue to allow him to do this to you because the other choice is more aggrevating.