What should I do? Possible sexual harassment

So my coworker is making me feel very uncomfortable. He's an elderly gentleman. Although my age I'm still mistaken for being anywhere from 18-20.

At first I thought nothing of how he acts. He man spreads and I mean really man spreads. Like beyond what I think is normal. And of course when he sits that way and faces me his thing seems prominently showing. I'm not the only female at work to notice this.

However when he's working with me, every time he says a word as talking to me he scoots closer to me, with his crotch basically facing me. He's not saying anything harassment wise. It's just the mere fact he scoots close to me. And only me.

Also I'm engaged, he is constantly demoting my fiancé by calling him my boyfriend. Which now seems like he's just undermining the fact I'm in a relationship. This man is married and has grandkids. It's just making me uncomfortable to the point I leave the building and would rather wait outside in the cold for my future husband to pick me up(We only have the one car, and I'm not comfortable driving).

All this is on camera. I can get proof of it. My direct supervisor has been out since November and hasn't been released for work. I was told by a co worker to call her about it but I've also been told for work purposes to go to the boss. However I've witnessed how he doesn't do anything with important things. Like how we're actually understaffed and he's not doing anything for it.

At this point I'm not sure what to do. I'm not sure anything will be done about it if I go to our head supervisor. And I'm no sure I should bother my direct supervisor with it since it's about work.