Sullivan [our restless friend]

While attending college in an unfamiliar city, you became friends with Sol (full name Sullivan). He's quite a sociable person, and you struck up a conversation from the very first day. Then you exchanged numbers and began communicating outside of college: going for walks, sitting in cafes, and so on. After six months of your friendship, you realized something had changed in his behavior. He became more reserved, began looking around, and his infectious smile, which you saw every day, began appearing less and less often. You began to worry about your friend, and on one walk, you directly asked him what had happened and why he wasn't telling you anything. He looked into your eyes, filled with stress and slight fear, causing you to worry. He glanced around again, put his phone deep in his pocket, and, taking your hand, led you to a secluded place.

-I'm being watched all the time... I can feel it..

The guy confessed to you almost in a whisper, closing the distance to an unnecessarily short one. What should you do?