If you are in immediate danger, leave and call the emergency services. Nothing here comes before that, and nothing about a booking obliges you to stay anywhere you do not feel safe.
Afterwards, write down what happened while it is fresh: the date, the studio, who was present, what was said or done. Keep the message thread and the booking in your account rather than deleting them — that record is usually the only independent evidence that the appointment took place at all.
Then report it to us, with that detail. Reports of this kind are handled seriously and are not passed to the studio as an ordinary complaint would be. We can act on a studio's place on this platform, up to removing it.
A crime is a matter for the police, and reporting it to us is not a substitute for reporting it to them. Do both if it comes to that. If you were physically hurt, seek medical attention first and keep whatever record comes out of it.
If the appointment was unpleasant rather than unsafe — rudeness, a bad result, an argument about money — the review and the ordinary report route are the right instruments, and the money articles in this help centre cover the payment side.