For ongoing harrassment, you have to open a ticket.
https://us.battle.net/support/en/help/product/wow/197/683/solution
But you also need to use in game tools to help beyond just basic they annoyed me harrassment. Use the ignore system. Do not respond back to your harrasser. If they bypass the ignore system, then open a ticket. Not even to defend yourself, as doing so looks like mutual combat/chit chat.
And if they are breaking other rules, such as names and chat violations, you would report those specifically using the right click system.
Please read this post by one of our resident CS reps for more information.