When you receive a PM as such you should have Reported the Post. Whatever is said in a PM is supposed to stay in a PM. That's why it's called Private Messaging and does not conform with bringing it out into Public Forum view for the whole world to know about what happened in a PM conversation.
It's in a Court of Law you have to have the proof before one can be tried and convicted. The same applies in a PM. Provide the evidence to state your case or whatever was said does not stand. That's why there are Report Buttons in the Top Right Hand Top Corner of each and every post whether it be in Open Forum or Private Messaging Boards that way the claim can be investigated
The same applies in the Chat Box if there is unnecessary disruption or any nefarious nature right click the offending chat comments made and click the Repot Button. Then that gives Admins or Moderators the timestamp of the offending comments and can be investigated by looking at the Chat Log Archive.