Harassment and abuse on social media freaking suck. What also sometimes sucks: various platforms' inability or reluctance to effectively deal with it. But sometimes you've got to focus on what you can control and let go of the rest, which in this case means reporting harassment.
It adds insult to injury, then, when apps make it exceedingly difficult to figure out how to even do that. Katie Notopoulos at BuzzFeed reports that when she asked twelve fellow tech reporters if they could figure out how to report an Instagram private message, only one of them managed to crack the code.
The main hurdle is that reporting a message doesn't work like any of the other reporting functions on Instagram. To wit:
To report a photo: click the "..." in the top right corner of the post.
To report a person or profile: click the "..." in the top right corner of the profile.
To report a comment on your own post: swipe left on the comment.
To report a photo someone DMs you: click the circled "i" in the top right corner of the conversation.
All of those are pretty intuitive if you use Instagram often enough. But to report what someone says in a private message (as opposed to a photo they send you), you have to use a totally different mechanism: long-click on the text bubble, as if you were trying to highlight the text. Sure enough, that gives you two options: "report" and "copy." It may be counterintuitive, and I hope you'll never have to use it, but at least now you know.