Recovery agent harrassment by Bajaj finserv recovery agent

I have a consumer durable loan with Bajaj. I missed this month's payment. Today a recovery agent went to my in-laws place forcefully and I happen to be there. He just walked in started yelling and threatning me to make payment. He didn't even come to my house. He didn't have an ID card, he was dressed like a thug, round neck t shirt and hawai chappal. I asked him why he didn't come to house instead and he said he got the details of delivery address and barged in. I have full video recording. By the time my in-laws neighbours came to their house and he disclosed all my credit details. How do proceed sue this bank ? Is there s way to put stop to this. The guy never followed a single RBI guidelines.