The store manager probably had to deal with upper management because of your report. He should be fired for contacting you in any form after he has the results of the shop (someone was probably supposed to call you within one or two days after your visit for a sales call).
A lot depends on the MSC. Some will deactivate you, or remove you from the project. A few might inform the corporate client, that would most likely result in the termination of the employee.
It doesn't matter if they realize who the shopper was, it's actually to their advantage to know who the shopper is, and to give said shopper the best service they've ever offered. You could be limiting your options if you tell them. I think the best bet would be to report the text message to the corporate company, and if it happens again, the police, and leave the MSC out of it.