First, it appears from what you have written, the company may have responded to the report of sexual harassment, in that you had a new manager, and it was this new manager who terminated you.
Next, it appears that you were subsequently terminated because you were late.
The question is whether a reasonable person would see the second event as being linked to the sexual harassment. It is possible they would, although I am not certain they would. If they would not, then you have to realize that NM has at-will employment state which means you can be terminated for being tardy.
If you believe that you were terminated for an improper reason, I would you can look for a free consult from an attorney who can review the facts with you.
I am licensed in New Mexico and Pennsylvania, and therefore any discussion of issues related to other states must considered within that context. In addition, my comments are not intended to create a legal representation but merely to respond to the limited facts presented by the question. Any opinion herein is not meant as a precise statement of legal rights or as a recommendation of any particular course of action. A more complete legal review can be obtained through local counsel.