Persistence is one thing. Sitting in your chair and pushing you aside, especially when it seems clear from your message that you and your lady have given at least some indication to him that you'd rather not- that's starting to be very peculiar.
I think you and your lady should carefully let him know that while the attention is flattering, nevertheless the two of you did come to dance together. Make it non threatening, because I'm not getting good vibes about this guy.
Jerry