Edit: as commented below, my answer was geared towards the employee who was feeling harassed by his manager. That answer has been moved down and the following is an answer to "how do I, as a manager, respond to senior management when they ask about an employee who reported to them that they're feeling harassed by me?"
First, gather your facts. Write down any information you have about the instances when you spoke to the employee, starting with the time you informed them that a "no-call-no-show" was unacceptable.
Then, write down anything you've changed since that time that might indicate to the employee that you're "giving more work than he/she can do" or "keeping a strict eye on his/her activities". Compare it to your behavior prior to the incident - is it possible that you are giving him/her extra work? If so, is there a reason (other employees were on vacation, crunch time on a project, etc.)? Is this employee receiving additional scrutiny in the wake of the missed day? Are other employees receiving additional scrutiny as well? Are you holding this employee to higher standards than you did prior to the incident? Are you holding them to higher standards than other employees in their position?
Once you've gathered all your information, you should be prepared for a meeting with the senior manager. You need to go into this meeting calm and collected - regardless of how frustrating it may be to hear what your employee might have said, you need to show that you don't take things personally and that your goal is to improve the relations between you and your employees. Have responses prepared to explain why your employee said what he/she said.
Have a plan in place for how to deal with the employee moving forward - are you going to invite the senior manager to sit in on future one-on-one discussions between you and this employee? Do they want to be CC'd on emails between the two of you? If management is worried that there will be retribution (such as you piling on work, or assigning work that the employee is too junior to complete), then you need to assuage their fears and assure them that your actions will be beyond reproach.
In theory, this can all be laid out in an email. However, a meeting allows you to show that you're taking the allegation of harassment seriously, that you've considered the situation in depth, and you've come up with a solution that you think will benefit the company and the employee, while giving them the opportunity to add their own ideas or suggestions for improvement.
Original answer (geared toward employee)
It honestly sounds like your supervisor isn't doing anything wrong here. From what you're saying, you missed work and didn't call in. In many businesses (typically retail and food service) that's a fire-able offense. Instead, you stayed on - and proceeded to go over your boss' head to complain about it.
Now your boss is thinking "this is a potential problem employee", which explains him "keeping [a] strict eye on [your] activities". Are you misusing any time at work? Taking more breaks than strictly necessary? That might explain why he's also having higher expectations and giving you more work to do. Alternately, he may just feel that you should be performing at a higher level than you are, so he's giving you the work he expects you should be able to complete.
I think you need to have a sit-down with your boss. You should probably apologize for your missed work day, apologize for going over his head to complain to senior management (I would assume he knows), then tell him that you feel like he's giving you too much work, and see if you can find some middle ground.