No
Photographing or videoing people in or from a place where you have permission to film. If he didn't have permission, then that is a matter of trespass between the shopping centre and the cameraperson, nothing to do with the people filmed. However, it would generally be accepted that you have permission to film in the public parts of a shopping centre unless you're told you don't. See Do people generally have the right not to be photographed on private property?
Audio recordings have different rules. However, you can secretly or openly record a conversation you are a part of.
The only possible legal issue is if the public release of either the video or the audio breaches privacy or confidence. I can't see anything private or confidential going on here.
This incident has made the mainstream news:
British barrister Daniel ShenSmith, who goes by BlackBeltBarrister on YouTube, said Kavanaugh was completely in the right in the situation.
“If you’re in a public place there is no automatic right to privacy,” he said.
“If you’re walking around a very public open space … or they come up to something which is obviously a public event of some sort where there’s people filming, there’s no automatic right to privacy there, and so there’s no compulsion on anybody to delete the footage, prevent it going online or supply a copy of it and things like that.”