What should I do if employer is blocking me access to employment?

This is in Canada. I quit a security job because I was threatened many times by people when working as a security in stores. Someone tried to stab me while I was working in the buildings as a security guard and they left the knife there as I pushed them back and they ran away. Told the employer it wasn’t safe anymore for me to work with them, explained why and they told me to sign something or else you are fired and I’ll be denied employment.