Given she's carrying on DESPITE a police warning, she clearly has a problem - but it's not yours!
It certainly can't hurt to contact the officer dealing with this and updating on latest behaviour. They are best placed to decide if it needs to be recorded, if they need to speak to her again.
But if you DON'T tell them and it escalates, they'll feel less prepared in dealing with her (and have less evidence) if you haven't kept them up to date. I PROMISE you they won't mind you calling.
I'm actually wondering if it might be worth your while getting some kind of civil suit against her.
The church where the group is are handling this appallingly badly, I wonder if the police officer might be kind enough to speak to them too - it may hold some sway.
If she parks next to you again take a pic with both reg plates in the shot!
Police can also request cctv footage from aldi/car park owners of its available to see if she followed you.
Those saying op should leave the group and find another
A why should she she's done nothing wrong
B I would NOT put it past sz to just follow her there! And op won't have the same support and the others won't have the knowledge of what's gone before.
Op has repeatedly 'just walked away' and SZ has simply ramped up the creepy behaviour.
The woman CLEARLY needs therapy but that's not op's problem.