How do I stop sharing messages and calls between devices?

What's happening here is that your using the same Apple ID on those 2 devices that's why all the calls and messages are being received by the two device.

Now in order to avoid this. Simply create another Apple ID for yourself only : Set up an Apple ID to use in the iTunes Store, App Store, or iBooks Store, and with Apple Music and Apple News - Apple S…

Then just sign out from the Apple ID currently logged in : settings > click on your name sign out.

Then just log in with the newly created Apple ID : Sign in with your Apple ID - Apple Support

Hope this helps.

Good Luck.