They do take real life threats very seriously had have worked with rescue services to help many players, and with law enforcement to resolve criminal issues. Blizzard can not give you the personal information of another player for any reason. To get that information you would need to follow through with law enforcement. Report it and file an appropriate case. Blizzard will respond to a legal request through appropriate channels to law enforcement. Your lawyer can then obtain that info via those official channels.
When it comes to the in-game actions of players, you can report real life threats via the website report pathway for WoW. Under the Ticket categories for WoW is In-Game Issues > Report a player. Most will direct you to use the right click report in game. However doxing and real life threats will let you enter a ticket - if that is what is going on.
https://us.battle.net/support/en/help/product/wow/197/201
Otherwise, if you don’t feel your life, or the life of others, is at risk, you would follow the path for Harassment. To do that you put the person on Ignore. If they try to get around the Ignore you record the name-server, chat channel, date, time, and nature of contact. Then put that on ignore as well. Do not ever respond back or it becomes a two way street instead of unwanted contact.
You can read more about the ongoing harassment category here