I am completely confused now? Please answer honestly...?

I would be terrified. You only talk about your Dad, and if you also live with your Mom, I would tell her. Dad's always get more protective and he would probably call the police. If you live with your Mom or can talk to her, I would. And he sounded like he was going to sexually assault you so I would never stay home alone. As little as possible. It would be a good idea to call the police, but you dont have proof. If he ever comes near you again, open the microphone on your phone if you have one and take a recording of what is said. I hope everything works out okay. Stay safe, and the pepper spray is a good idea.