When I saw the title, my first reaction was to talk it out and explain your feelings to her. Once I read the rest, though, I changed my mind.
This is shaming and bullying. Sex is also a huge no-no. A supervisor should know better. HR is probably your best option.
I know that for years it’s been popular to say things like “HR exists to protect the company, not you.” In many cases, that’s still true. However, companies (and society in general) have become more sympathetic to issues like yours. They’d rather discipline people like her than deal with the multimillion dollar settlements that people like her cause.
If you only look at it from that angle, yeah. I bet the next generation of Anonymous is growing right now, though.