Welcome to retail, join AP if you want to know just how bad race card pulling can get lol. Corrective action was not warranted if you were following policy. Take their advise and go straight to the ETL-HR. If nothing happens then, give hotline a call and specifically request the complaint go to the HRBP or else it'll just get redirected back to your ETL-HR. Id also get your AP team in the loop to be on the lookout for her. They cant get her with anything criminal but if they can develope a trend they can issue a warning or ban her from the store if she persists. You also have grounds to sue her (the customer) for slander and defamation for making a deliberately false racial accusation to your direct supervisor with the intent of negatively impacting your employment and trashing your character for her own personal gain, but that's if you want to get down and dirty.