Next time, be prepared. Create a Word document. Find the store's logo and place it in the document. Make a big title in big black letters "MYSTERYSHOPPER". And beneath the title in red medium letters "REJECTED". Print the paper, fold it and put it in your pocket, and a pen as well.
Now when the SA is giving false information again, slowly take the piece of paper from your pocket and unfold it. Look at his name-tag and write his name under "REJECTED". Then very slowly walk away from him and say nothing at all. Would love to see the look in his face... :-)