Being from the south, I appreciate the advice from Braveheart. Figuring that you might discount that as a more extreme measure than you would be comfortable with, I propose two points.
1. Don't rule it out. Somewhat pocket sized. Give the idea some time. It might seem more reasonable later.
2. Talk to your L and the folks at court regarding the protective orders, and mace. My guess is they will all be more comfortable with mace than the tire thumper. They will probably also be glad to explain the best way to mace the X face.
Both options seem viable in the south, but then, so does that little stick thing with a shotgun shell on the end for certain wild things.
It seems like exchanging the kids in front of the police station is pretty extreme and could end up involving some IC for the kids. Of course, if things are that bad, it may be the best place to be when you decide it is time to check his tire pressure or go mace face on him. I recommend getting to know who is on shift when you plan to do exchanges, and bring fresh baked treats to the station - no donut joke intended ... really.
Just saying ... it would be good to know they are watching out for you and not getting distracted when you need them the most.
Or maybe just go by the station and deliver ThankYou cookies for the nice men that came to your house. Let them know what day/time home exchanges are scheduled 'in case they want to come by for cookies'.