If you have a genuine grievance - and are able to prove it - then you'd go to either your store manager, your area manager or a HR representative. If I was you, I'd seek anonymous advice from HR - ring a representative up. If you go against your department manager with all guns blazing, and with insufficient proof that they are treating you wrong, and they can prove that you're accusations are false, you might become liable for a disciplinary and dismissal yourself.
Sainsbury's have a complaints procedure that must be followed. Ask your HR department [if in a supermarket] for a copy, or like I said, ring up HR or HR Shared Services. And obviously there's the colleague number on that card that was given to you during your induction - Rightline. The number is 0800 085 2099 and is anonymous and they should be able to offer some advice.