The property is built in the escalator area, which affects the business of my shop. Where should I complain?

You can complain to the local housing authority.

According to Article 5 of the Property Management Regulations, the construction administrative department of the State Council is responsible for the supervision and management of property management activities throughout the country, and the real estate administrative department of the local people's government at or above the county level is responsible for the supervision and management of property management activities within its administrative area.