I understand if you do not wish to reveal his username on the forums but is he an active forum member? Does he have a fair amount of rep (or a negative one)? I think whether he's an active forum member or some asshole who specifically signed up to harass people is an important factor.

And frankly I'm not sure I would involve the blues, at least not yet. Frankly I would just reveal his name here so users can determine whether he's a known troll who has harassed many people already and is an asshole on the forums or whether this is a single occurrence or something. It's not like you'd reveal his true identity and I think there's no unwritten law or anything that states that one shouldn't reveal user names of people who harass others via PM. After all, that's been done already with scammers numerous times and if anything it helped others.