If this ever happens again, the correct way to handle the situation under the rules (since you asked in post 1) if you really want to try and salvage the point:
1) Say, “So you’re saying the serve was out? Are you 100% sure it was out? Since I can’t call it out unless I’m 100% sure, you shouldn’t, either.”
2) If he says he’s 100% sure, then say, “So, do you want to call it out on your partner? The rules say you’re not required to, but they say it’s allowed and imply it’s the right thing to do. It’s your choice. Second serve or your point and play on?”
That way, you can make him look like the jerk if he declines, rather than you looking bad for the confrontation.
BTW, the way I respond to being thanked for playing an out ball is, “You’re welcome. Feel free to return the favor.”