@cookiemon (Sorry this is a long response)
I’m sorry this happened to you. I had something similar happen to me, but not in a gym. I called the police several times as this was something on going and I got mixed results. Sometimes the police would come and try to speak with the man, but he was in a building with a locked door lobby, so they were not able to actually speak with him directly as he wouldn’t buzz them in. Other times they just wouldn’t come at all (I lived in a big city and some calls were not responded to if they weren’t deemed worthy). If they had come, they would have caught him in the act quite a few times and nearly did the times they came. I was persistent enough that eventually a detective from the sex crimes unit contacted me. He was very sympathetic and seemed to want to pursue my complaint. I gave a statement and told him I would absolutely be a witness if this man was arrested. I got the feeling I was not the only one who had complained, although he wouldn’t give me much information. Months later, I find out he had actually been arrested but released. I was never contacted about any of this, so I was left very confused. That basically was a dead end as far as the police involvement.
Anyway, I resorted to having a lawyer contact the owner of the building this man was in. I did not do this lightly, but felt extremely threatened that this man was still doing this despite the police involvement and this obviously could turn into a dangerous situation for me or any other women who he was doing this to. Luckily, I knew a lawyer who was willing to do this for me for free. So, I’m not sure of the cost. It was years ago and I can’t quite remember what he said, but it basically outlined that their tenant was having police called on them and was under investigation for filming women without their consent. Whatever it said, it worked because the man was evicted a week later.
I guess my best advice would be to follow up with police regarding the incident and get it on paper. I’m going to assume that won’t go anywhere, but there will be a record of the complaint. This might be enough to scare the upper management into taking action. If it isn’t, you can try going the route I did and have a lawyer send a letter to management. If you don’t want to do that, you can always contact them yourself with the complaint numbers the police give you. If none of that gets some traction, then you should absolutely get on social media and blast them. Other women need to know that this man is there doing this and that management won’t do anything about it.
I know some people might say that this isn’t a big deal, but it absolutely is. We all know what they’re doing with these videos and it really is a precursor to other behaviors which could turn physical. We deserve to feel safe.