Don't worry at all. His 'advice' from his mate down the pub isn't worth the papers it's written on. You obtained information from his employee, it was therefore his employee who disclosed information and if (which there hasn't been at all by the way) a data protection violation it would be the employee of the company who is liable. On the trading standards front because you had an LOA from task 360 to conduct market research then any violation (which again hasn't happened - it was just market research on behalf of a supplier of Vape products who's looking to sell to them) would be task 360s liability, not yours.
And I'm assuming you visited the shop during opening hours and so therefore your visit wasn't unauthorised as the shop was open to business from members of the public!
The shops haven't been contacted about the survey though hence the aforementioned difficulties. That's why this was a discovery task for a long time
The LOA is just in place to protect you and make it clear that you've been employed to do a job.
I'd wind up the Chap though by asking if he can share a copy of the advice he's received and be copied into any correspondence he has with trading standards about you under the terms of the freedom of information act (since he's so fond of misqouting and misapplying law no reason you can't!)
By the way for his email to be legally accepted he has to quote the year of the Data Protection Act and the particular paragraph he believes you're in violation of. That's how I know the advice he's claimed to have had is utterly Rubbish!
Send it to task 360, ignore it and don't let it stop you. I'd change your patter at the start though to make it clear that you're doing market research on behalf of a supplier who's looking to sell to them. Think it's blu for this task. Yes doing so does decrease the chances of them taking part but it also decreases the chance of you or anyone else getting any ridiculous emails.
Final point to note is that all he knows about you is an email address. You could literally be anyone! So he's no means of tracking you anyway. I'd suggest setting up a separate email address for use in the future that doesn't contain any personal details such as your name and just referring to yourself by first name in any correspondence you have in the future. I've a few terrifying looking emails myself in my money earning inbox that I love replying to and winding people up by playing them at their own game!
You'll be ok though. Keep going!