Since you're an adult, once you told them you would be safe and talk to someone that should have been enough. A more seasoned clinician would have drawn up a safety plan with you, which is more appropriate. Although filing a complaint might not do anything, I still think it's worth telling someone at the clinic what happened. If anything maybe he will be spoken to by a supervisor.

This is why you have to be very careful about what you tell staff in situations like this. There are certain "buzzwords", like SH and sui, that will get a strong reaction of some kind, especially from people newer to the field. So long as the clinician reacts in some way, even over reacts, they didn't do anything wrong.