I guess I have mixed feelings about this, because since the director did not give notice, you and the actor should not have allowed photos to be taken. We as AEA member are obligated to adhere to the rules in the book, and it takes two parties to make a violation like this possible. My understanding is that, technically, we as individuals are not allowed to make concessions by saying “ok, just this one time, I don’t want to cause trouble so I’ll let you take my photo even without any notice.” That said, I completely understand that you were put in a terrible position, wanted to help get good publicity for the show, and I might have made similar choices myself.
Since it sounds like you’ve felt pressured to violate rules, you should definitely call Equity. Just placing a call isn’t the same as filing an official grievance, so you can get some advice and support before you decide on that if you want. You shouldn’t be alone in dealing with this, but your rep won’t know you need help if you don’t ask. I don’t think this is contradictory to supporting the actress. You may even want to mention to her that if she makes compromises in an effort to be nice, it could actually have negative consequences for the next cast, since this director will expect the same of them.
If you felt like it, you could also have a conversation with the director, telling him in a friendly way that you’ve done him some favors so far, but you will have to call Equity about any other special requests. Maybe be ready to list rule vs. realities up to this point. You can even approach it as if you are sympathetic to him, but just not allowed go against the contract you both signed. Then you can call and let the union say no to him for you. Based on the producers response to any of the above, you can decide if you want to do an official grievance form as well.