Hi there DenisATL,
If you are unable to stop sharing your location with this user, let's first check for any profiles or device management installed on your device since that can be responsible for this issue. This information from Install or remove configuration profiles on iPhone shows how to do this:
Configuration profiles define settings for using iPhone with corporate or school networks or accounts. You might be asked to install a configuration profile that was sent to you in an email, or one that’s downloaded from a webpage. You’re asked for permission to install the profile and, when you open the file, information about what it contains is displayed. You can see the profiles you have installed in Settings > General > VPN & Device Management. If you delete a profile, all of the settings, apps, and data associated with the profile are also deleted.
If this continues after a profile is removed or no profile is installed, next let's make sure there is no saved contact associated with this unknown number in Find My. This shows how to check for and remove a contact: Manage and delete contacts on your iPhone or iPad
These steps from How to stop sharing your iPhone or iPad location can also help remove this unknown contact from Find My and stop it from viewing your location:
To stop sharing your location with all apps and services, for even a short period of time, go to Settings > Privacy > Location Services and turn off location sharing. This stops all apps on your device, such as Maps, from using your location. No one is notified if you turn off Location Services, but some features may not work as expected without access to your location.
Note: You can also temporarily turn off Find My iPhone in the same tab if you’re concerned someone may have access to your iCloud account. In the list of apps using Location Services, tap Find My, then select Never.
If you are still unable to stop sharing your location with this unknown contact after following all those recommendations, then Apple Support would be the best equipped to look into this further. Connect with them here: Contact - Official Apple Support
Take care.