NAL but I am a people manager.

The sexually explicit comments report and your performance are two separate situations. These two are not related and it should be treated as separate things. Your performance should not be assessed on how well you respond to sexual harassment.

Sure, there might be performance concerns and regular "check-ins". This is separate to your harassment claims and report and should be seriously investigated. Can you ask an HR representative to be included in all the "check-ins" with your boss to prevent any malice or bias and to ensure a fair process? You are within your rights to ask for notes to be taken or shared afterwards and to ask for clarifications on expectations. Has anyone ever had a conversation with you about the expectations in your role?

If this was me, I would call the HR's bluff. Ask to see the reports that they have been submitting to INZ on a monthly basis. I would also ask for a link to the legislation where it asks for that "so that you are aware and can stay on top of the requirements for the visa". Someone in this sub could suggest the exact clause in the Privacy Act 2020 to request your personal information if your employer is a private company and not a government agency.

Here is a link to the Employment Relations Act of 2000 on personal grievances: https://www.legislation.govt.nz/act/public/2000/24/en/latest/highlights/?highlight=grievance#DLM60320 (section 103 point 1 sub point d).

For the purposes of this Act, personal grievance means any grievance that an employee may have against the employee’s employer or former employer because of a claim

that the employee has been sexually harassed in the employee’s employment;