Here is your full list of options:
1). You approach Assistant Manager on Monday morning. You say you recognise why it looked wrong that you were in the changing rooms before your break time given what happened before the school holidays. You are getting help for your anxiety, you recognise what you did was wrong and are working to address that. An incident like the one that happened before the school holidays won’t happen again. This option means you need to admit why the Assistant Manager would jump to that conclusion, which you don’t seem willing to do. The Assistant Manager also may not trust you, at least not initially.
2). You ignore how Assistant Manager reacted and if they overreact again, report. This also seems unlikely given the agitated state you’re in and that you’ve been dwelling on this all weekend. I think the Assistant Manager doesn’t trust you and will be paying close attention to you and this could spike your anxiety.
3). You report the assistant manager. Senior management have a word with them and nothing more happens. Which is what you experienced.
4). You report Assistant Manager but want them sacked. This is only a possibility if you are also prepared to be sacked because you’ve done the same offence.
5). You go in and lose your shit at Assistant Manager. This is definitely going to result in you getting the sack.
6). You quit your job. You risk the incident from before the school holidays being highlighted to a new employer and you risk making your anxiety worse as you try to find a new job.
I think the only viable option is option 3 - report the assistant manager.