A colleague sent a video of a murder at work today and I'm still seething. What rights do I have? (UK)

It's already well known at work that I don't just not like gore videos but that I hate them and actively avoid them.

A colleague sent me a video of a man being murdered by axe via WhatsApp to my personal phone on my lunch break. Before I opened it I asked if it was a video that I would want to see (because I know what sort of character he is), he implied it was fine.

Despite my suspicion I took his word and watched it. I immediately scolded him, he then made light of the situation, I told him that it wasn't funny and that if it ever happened again I would be making a formal complaint immediately.

A couple of minutes later, another colleague came in to the mess room, the guy that sent the video made fun of me for not liking the video in front of them. I told him that he was making fun of me and that I wasn't ok with that.

Do I have the right to not be sent murder videos? What would an employer do if I made a complaint?