My ex has linked himself to my iCloud and I can't even delete his number, how do I unlink him from my phone so I no longer have to worry or deal with it?

Sounds like it may be a unified contact that resulted by linking his contact in two or more accounts. Try opening his contact and tapping Edit, scroll to the bottom and see if it says "Linked Cards". If so tap ➖ then tap Unlink. This will separate (unlink) the two cards, allowing you to delete it from any account that contains it.

Where are you seeing his number appear? iMessage? If so, go to Settings>Messages>Send & Receive, tap the ID, sign out, then sign back in with a different ID.

Once you have unlinked a unified contact and deleted it, it should be gone for good and you shouldn't have to worry about it happening again.