What should I do about a creeper guy that is often cleaning the parking lot at my gym at night?

I go to the gym nightly. I cannot alter my schedule so, this is what it is. My gym has other branches so, it is fine for me to not go and drive out of my way further to avoid but I want to know what you...out there.... think about this.
A few weeks ago (when I was last there) a guy (creeper) saw me walking to my car and there was no one around. Normally, I work out until close so, it is not out of the ordinary to not have almost any people around but there was no one really there that particular night. I thankfully caught the eye of this guy that was on the level down (not a big drop but you drive down ramps). The second he saw me he literally sped up and opened a door with steps and was right by me but not fast enough as I just got to my car and slammed the door shut and locked it. He then pretended to be looking around on the ramp that goes up and what you need to take to get out of the place. Instinctively I just knew he was going to try and grab me but I got lucky and got away. I do carry but obviously, you cannot carry a weapon into a gym in LA. They do have metal detectors by the doors (sadly). I did go out of my way to report him but after three numbers and various offices I was told the building doesn't know about this or that blah blah blah. The place has signs everywhere about not leaving valuables etc... so, I never do/did but it is not the safest. Actually, I live in LA and none of the gyms are super safe, and I personally have witnessed an armed robbery, a break in, and the aftermath of a shooting. Yes, I live in the Valley. Fun times. Anyway, the woman said she would look on her cameras and see what she could spot. That means she does not care and will not proceed to waste her time.

Then, after around a month I went back and honestly, I parked in the upper area but to the far back so, again, only the cleaning guys were around and the weed scent was pretty potent. I see no one and I get into my car and take off my shirt (I am wearing a workout top under it but I am pretty conservative. I hear something and turn around to see the creeper filming me and my car. I call the police but did not think it was at the level of 911 so, non-emergency and get this.... they are closed until the following morning. Yes, the police are closed (budget cut bs). No more police past 5pm (unless an emergency). The message said I can fill out an online report.
Should I report the guy? Should I tell the little weasel security guy (he is maybe 120 and 5'3" so, I could possibly take him)? I want to hear what people think about this case.

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