The question is whether you have a cause of action against the guy for statements regarding a video tape. If he did tape you and distributes without your knowledge or consent, then you clearly possess a cause of action.
Now, though, what other proof do you have of a video other than his text messages? While I certainly think your fears are valid, how do you know this guy isn't simply threatening just to threaten? If he makes statements to others that he knows are false, then you possess a cause of action. But, at this point, I fail to see a legal remedy to correct this. Perhaps you have more facts?
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I am not licensed in Canada. I am not providing advice specific to anyone in Canada. Rather, I will answer the general question based on my experience and knowledge generally obtained through handling many of these type of cases throughout the United States.
I do believe you have remedies. If he admitted that he had the tapes, I believe this sufficient evidence to move forward. I have handled matters similar to this in the past.
Most clearly, in most United States jurisdictions, one could have a civil claim for violation of one's right to privacy. There exist four types of privacy torts often recognized: public disclosure of private facts, intrusion upon seclusion, false light and misappropriation.
Misappropriation sometimes has been codified to only be accessible for unauthorized use of one's likeness for a profit. One would have to check local common law and statutes to parse the availability of this claim. However, should one use the photograph for profit, a misappropriation or right of publicity claim could be available. Unfortunately, in most cases such as the one described, this does not become a viable claim.
False light typically requires a widespread distribution or widespread distribution among a closed group (some courts have held that widespread distribution among a closed group could constitute false light - for example, sending a photograph to all students at a school or all employees at a business). Thus, the distribution of the videos or comments would have to be widespread. If he has not distributed the video or informed others he videotaped you, this is not viable based on the description.
Absent distribution of the video, I believe that a public disclosure of private fact tort claim would not likely exist.
However, if the videos were taken without authorization and knowledge, an intrusion upon seclusion claim would be viable. And, while this claim would not provide for attorney's fees, it would allow suit to seek injunctive and possible compensatory relief.
Additional tort claims exist might exist for intentional infliction of emotional distress.
Should the statements be untrue, I still believe you have claims against him for causing you distress, harassment, and other possibilities.
I would find an attorney who has experience in these matters and would be willing to discuss these issues with you.
Again, I am not licensed in Canada. These answers are not based on Canadian law. I would find an attorney in Canada who has experience in these matters or another attorney elsewhere who has experience in these matters who can team up with local counsel in Canada.
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In Kentucky, video voyeurism is a Class A Misdemeanor punishable up to one year in jail. See KRS 531.090. I would suggest you consult with your local prosecutor's office.