How do I change my ebay address to stop a user from sending me personal emails? I've reported it several times but nothing has been done.

eBay can't do anything about it if it's being done outside of eBay. But you can stop it. There's no need to put up with this, and you should not need to change your email address. That would be a major hassle.

First, put his email address (all of them if he's using more than one) on your SPAM list. That should prevent his emails from ever reaching you. You do this in your ISP  account (where you get your emails).

Then, forward all the emails to abuse@hisISP.com, where the part after the @ symbol is copied and pasted fro his email address. This will report him to his ISP for sending abusive or spam emails, which they don't allow. ISPs will block or revoke the account for users who send spam or abusive emails.

"If you can't say something nice,
don't say nothing at all."

― Thumper's rule