I followed the guide and cancelled the transaction but he talked to me
No, you did not follow all the steps here. How did he contact you? Email? Change your email address, too. Phone? Change your phone number. Social media? Delete your social media account.
Do they always upload your pictures/videos if you don’t pay?
No, they very rarely do. The chances of them posting a video is LESS if you do not pay, but close down all social media.
If you pay them, it encourages them to continue to harass you. Follow all the steps to cut them off from all contact.