Ongoing Harassment is the category you want. That has to be done via website ticket after you have put them on Ignore. If they use other Bnet accounts to circumvent ignore then you report them for ongoing harassment. Document the name, server, chat channel, and time when you received the message and DO NOT reply. Ignore that char too. Then put in the ongoing harassment ticket.
Here is the article on it.
If you have more questions, the CS forum serves as an Information Desk. They can help you figure out the best way to navigate the system to protect yourself and to get it properly reported.