Dear Navdeep,
There are number of issues involved.
Lady does not want to give in writing a complaint.
No proof exits of any abnormal behaviour by Sr Co worker.
Apparently there is no past record of any complaint against person concerned.
In such circumstances, it will be difficult to take any concrete action,but if the lady is willing,take her to your Sr and ask her to narrate her complaint.
If she agrees to do so than,which in case does not seem likely,concerned person can be asked to explain ,verbally his side of the case.
Without the lady taking a stand, do not proceed.
Regards,
Col.Rathi