I'm sorry I forgot to mention I'm in the UK
Then you can contact the police about this issue without fear of getting into trouble yourself, thankfully!
You may still wish to do so with the support of either a caring friend or a caring sex worker support organisation. We have info on some of these organisations here on the forum (in the "
Sex Work Projects" section), and a Google search might find more near you; alternatively, if you still cannot find a local project, you could probably contact any other one (or someone at your local GUM clinic) and ask them to help you find a full list.
If you are in London, I believe the
Praed Street project comes recommended by forum members (you can
search for mentions of "praed" on here if you want to check) and could almost certainly give you some support and advice on this matter. It says on their site that they are able to discuss both "difficult issues at work" and "legal issues", amongst other things, during drop-in sessions.
Of course, you might feel perfectly fine going to the police by yourself - if so, feel more than free to disregard the above.
I just mention it because it could be of help when dealing with such a difficult and unpleasant situation as this particular nasty client has put you in.