Suggesting that it is all in their heads is NOT compassionate.
It is blaming the person for the situation and from the looks of it, it is real.
Your assessment is certainly different than mine. Several statements of falcon’s are inconsistent from where I sit. He could still be in trouble. But the people he is going to don’t seem to think so. Are they all in on a big conspiracy?
If anyone finds themselves driven by fear and can’t convince their priest or police etc that someone is stalking them - and offers proof of several cars which may well contain people eating their lunch or chilling on their phones - to bring up to them that paranoia is a possibility is not unkind. We all need to consider whether our fears are rational. Sometimes they are.