Thanks to those who responded. I just wanted to let people know that I did talk with my supervisor and one of the other supervisors (I just felt a little safer with a female present.) My supervisor spoke with the guy and informed him that he absolutely does not speak to the students in that way.
The other supervisor (she's not my direct supervisor, but I can still go to her if needed) told me she wants me to email her and her manager so the manager also knows of the situation and it'll be on record.
Does anyone know how to write this? I don't want to start off with “here's the email you requested,” but I am not sure how else to word it.