Inappropriate jokes are making me uncomfortable in class

I’ve been taking classes for about six months now at a well known school and I love it. There’s a man in my class who I started with in the fall, and he’s also continued each term, so I’ve seen him once a week since October. I’m in my late 20’s, and he’s about 25 years older than me, and while his behaviour makes me uncomfortable, I’m unsure if it's actually inappropriate for the environment.

Initially, his comments towards me were mostly in line with “that’s what she said” or “yeah you are." They were funny the first few times, but I started to get tired of them and looked past them because I assumed he was playful and the class clown type, and it’s improv so who isn’t a little weird and annoying? Outside of this, we got along well, and I enjoyed talking to him and goofing off in class. 

Over time his comments and jokes had become more explicit and persistent, and he would text me things like “try not to miss me too much” and playfully shove me or slap my knee in class. I thought he might be flirting with me for a midlife ego boost, and I was grossed out and uncomfortable, but I assumed it was harmless.

On one occasion in December people were talking about their holidays/families, and I mentioned I didn’t have a close relationship with mine and I had always wanted a dad who I could do stereotypical things with. He told me he could be my daddy and purred at me. This has now been a running joke where he’ll occasionally make references to being my daddy in this weird breathy voice and growl. Recently, he made some pretty vulgar comments about himself to me in front of the other guys in my class, and it was embarrassing, and I just felt kind of gross? I’ve been having a lot of anxiety since so I’ve been skipping classes. 

My discomfort has built up slowly over the past 6 months without me fully realizing it so I’m unsure if I’m just uncomfortable on a personal level but he hasn’t done anything inherently wrong if that makes sense. Everyone in my class is silly, loud, and says ridiculous things, and we’re adults and sex comes up in scenes, so I don’t know if this is just how some guys in improv act because of the lax environment? When he makes comments and innuendos, I’ll say “[name] stop, what’s wrong with you” or [ew what the fuck can’t you just have a normal conversation with me]”. I kind of freeze during these moments and don’t know how to respond, so that’s the best I can come up with. I also feel like because I brushed it off for 3ish months that I’m at fault. 

I’ve never been in a situation like this before, and I don’t know how to navigate it, especially in an environment that encourages saying fucked up things. I wanted outsider perspective before I pursued speaking with my instructor because I don’t want to say someone's a bad person if they're not.

I’m feeling very anxious and conflicted and I appreciate anyone who took the time to read this, thanks.