Well... my thinking would be that, perhaps, the best thing to do now is to just wait & see what happens with regard to the investigation, assuming you feel comfortable doing so. On the other hand, you also don't want to simply let this go if you feel unsafe. In that case, perhaps another word with the Director is in order. I think whether you do, or do not, pursue this further at the present time is something you have to make a decision about since you're the one who's in the situation. On the one hand, you don't want to make matters worse if you don't have to. But, on the other hand, your safety, security & peace of mind come first.

Perhaps, if you're needing to access the parking lot where this guy is assigned, you might want to request an escort or at least find a trusted co-worker you can leave the building with. Plus, if getting into the building is a concern for you, perhaps a reserved parking space close to the door would be appropriate, as least for a while until things get resolved. I suppose it would be easy to make too much of this situation. However, with the way things are nowadays, one can't be too careful either, at least in my estimation. My best wishes to you...