Toxic, harassing lab environment
First of all, not all research labs are like that. You can find better work environment elsewhere, perhaps even have luck in the same University.
The academic world, however, is extremely small, and people will talk behind your back. You can't fight that. One way to minimize this is to minimize amount of time you spend in the current group.
Hence, one of few options is update your resume and start looking for another job. Your current situation will not become better. One of the reasons is that you have no political capital (friends) to change it, and filing complaint will definitely make your life worse in the group forever.
While searching for new job, try to connect with local chapter of Women in Science or similar unofficial group. Major universities have those these days. Ask them for help and advice. Another contact is something like Office of Equity and Diversity. These people have seen your situation before and will give guidance.
When you get a new job offer, you might want to consider filing complaint with HR specifically naming your current group leader. Hopefully, university will pay attention and investigate.
I'd suggest changing labs as soon as you can. It's understandable that you're afraid of the next lab having the same problems, but based on your previous experience there's a good chance it will be better, and at any rate you know for sure that the current one is a problem. Once you're at a new position you'll be in a safer situation to decide whether you want to make a report about the old lab. Hopefully in the new position you'll have a new mentor who can protect you professionally, and advise you about your decision whether to report. I don't think you need to make things harder for yourself to go through any reporting at the same time you're trying to find a new job.
Let me start by noting that this is an area I know something about. I collaborated on an assessment of climate issues in a prominent STEM department of a prominent university. Some of those issues revolved around gender generally and women particularly. So I may not have all the answers, but my response below is based on extensive interviewing of people at all levels and functions within the department, as well as people outside the department who had personal knowledge.
You have multiple options and a few preliminary decisions. The first step may be to decide what types and levels of risk you are willing to assume. Are you willing to have your name out there, assuming (as one probably can) that your identity will be generally protected but probably known to a few. It sounds like you’re past your qualifying exams; if not, though, then consider whether they’re conducted anonymously or not. Among other considerations.
The second step may be to decide whether you are more interested--or whether it would be more effective--to address your situation specifically or the situation of a woman in STEM at your institution.
Then you have different paths you can choose. They are not mutually exclusive.
You could go to the press; but there are several reasons not to, at least at the stage you described. You could go to or start a Women in STEM organization or publication; probably a good idea to consider generally, but I don’t know enough about your situation to know whether or how it would help or hinder in the short term.
You could go to the administration of whatever university division your program is within—for example, and I’m making this up, the Dean of the College of Science and Technology. The message there could be the experience generally of women in STEM. You could expore/request/demand training or an assessment or whatever makes sense for you, the department, and the university.
You could file a complaint with whatever office the school calls the people who know about and investigate issues of diversity and inclusion. My experience with people who have filed complaints in situations similar to your is limited, but, among those with whose situations I am somewhat familiar, there was no reprisal while they were still in their programs. Some were enabled to transfer groups/mentors.
You could go to your department head, or have a meeting with the department head and your mentor. This can be an effective step, but you might consider whether there’s someone from the diversity/inclusion office or another university resource to accompany you.
Going to the department head could be a good first step, if you feel you can do it. Going to the next up administration could also be a good early step. I don’t know enough about the relevant circumstances to offer more specific guidance.
Good luck.