A belated welcome to FlyerTalk OP!

I am so sorry this happened to you. On the rare occasions I've been given a key to a room that was already occupied, I immediately backed out and returned to the front desk to report the situation. Certainly I would not stand in the door or worse yet, enter the room filming the incident, much less continue the filming of someone in the room once I realized an error had been made. And as a woman traveling alone and occupying a hotel room, I would be quite alarmed and frightened if a strange man walked in filming me. I'd probably scream and grab a desk chair if one was near me, shouting at the man to get out but the truth is I don't really know how I would react. Under those circumstances, who knows?

The mocking behavior of the front desk staff is inexcusable, as is the fact that the security lock or deadbolt on the door lock was non-functional. Multiple non-functioning locks on multiple room doors is worse and suggests poor overall management of that hotel if the carelessly incorrect key/room assignment and poorly trained staff did not already do so.

If a corporate travel department that I was required to use for work-related travel had booked the room for me, I probably would report it to them, but might limit the report to the careless assignment error and the unprofessional response of the front desk who seemed to be blaming the customer instead of the employee. That could avoid sexist responses by management if that were a concern - which could depend on your position in your company. Now is not the time to pass judgement on leaving the premises, drinking, management of nudity, etc. Most corporate travel companies will tout their ability to inspect properties for cleanliness and security as well as to obtain lower prices.

In the US, filing a police report is probably appropriate, contacting an attorney might be a good idea but I don't know. For sure, I promptly write down my account of everything that happened in detail, signed and dated - a "contemporaneous account" may prove valuable later when you have forgotten details.