If you're having a bad experience with your HA, definitely talk to someone about it! But first, try talking with this HA or even your RA, if you feel like that would be helpful. In res life training, whenever a conflict arose (mostly roommate conflicts but also others), we were always instructed to ask first, "Have you talked to this person about it?"
Sometimes miscommunication can make for hurt feelings on both sides when open communication could rectify the situation. Try asking this HA if you could talk to them and explain what you are feeling and why you're feeling that way. They'll be much more likely to rectify the situation if they understand your side of the story. If that doesn't work, try talking to your RA and see if they can have a conversation with the building HA about your perspective; your RA might have closer relationships with both you and the HA and be able to see both perspectives. The HA also might be more inclined to hear what the RA says because they have a working relationship.
If having a conversation with them does not help, the next person to contact would probably be area management. The phone info for the on-campus area offices is here. If you call the phone number for your building area, you should be able to either talk with the area management or schedule an appointment to do so. At that point, you could bring up your concerns about your HA conflict and from there, the area management could decide the best course of action. Definitely try to communicate with this HA first, though, because that could solve the conflict.
Sorry you're having a poor experience with on-campus housing and hope this helps somehow!