Co-worker is discriminating and harrassing me, and I have no proof.

I recently started a new retail job at a small company. It's a fun job and I enjoy the clientele we have. The problem is a coworker that I have who apparently hasn't liked me since the day I started. Since training began, she started to micro-manage everything I do as if I didn't already have 5 years of retail experience. But from there, it turned into the occasional comment about my gender identity (trans woman), and asking about who wears the pants in my same sex relationship. The bigger problems came when I found my training notes, that were hidden from me and were never told to me. They were nasty and she has nothing nice to say about me.

Recently though, it's come to my attention that she has been complaining to my manager about me in a very harrassing way. She has called me many things including useless and mentally challenged, but the issue is that I don't have the proof of it. These are messages that this coworker has sent to our manager, who is brushing it under the table. I'm feeling stuck, as I haven't been able to find other work, but this environment feels toxic and like I will always fear for my job (I actually just had this coworker steal one of my shifts without any issue). How do I handle this? I haven't documented a few things but I have no concrete proof of anything to send to HR or the labour board. I feel confused and stuck.

(This is all in Canada I should add).

Any advice is welcomed.