The private messages window says the usual “you’ve never messaged this person before, ect. ect. ect, if it’s inappropriate, flag it below”. But then there’s no actual flag button. I went to the user’s profile, and there was no report button.
I tried searching the help section with no relevant results.
I don’t think there’s a way to flag a user, only their content.
Also: curators can’t see flags on private messages. I believe staff regularly check them, but you can also just email them if there is a serious problem.