you should escalate it as far as you can immediately. if you can contact your DM, do it tomorrow. Light a fire under your store's management's ass so they finally do something.

DM and call HR.
Or maybe call your city’s police NON emergency line. Report this behavior and your concerns. They may very well know this guy and any dangerous behaviors he has displayed in the past. The officer maybe can come in to the lobby and “sit awhile” when this customer is in your lobby.
Follow your gut!…meaning if you are uncomfortable or feel unsafe follow those feelings and take action to empower yourself.

What is wrong with that SSV? So insensitive. I know you already talked to your SM but it sounds like they took no action. At the very least they could instruct the shifts to protect you from this customer. I protect one of my SSVs from customers that make them uncomfortable, informing over the headset when those customers walk in

I would go to your DM as well!

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