Should I report this message? I can’t quite put my finger on it, but the content seems inappropriate. 
Actually, my sense is you no longer need advice. Posting it in this section is basically reporting it. So rest easy, the decision has been made. In Off Topic, say, you might also have gotten feedback, but it would not have functioned like a report.
Or perhaps this was, in a sense, a joke, and you realized all this. Silly me.
Officer, should I report those men over there are smoking Marijuana?
Teacher I am not sure if I should tell you Jimmy hid the Eraser, what do you Think?
Actually that is rather funny, Phyllo. Nice one. Carleas will get it right off, I’m sure, and of course also take it seriously as a request for advice and as a report. Many birds, one thread.
One thing I have learned, however, is that despite your suggesting I would now put you on ignore in the thread, that was in fact the time to do it. Not because continuing to read you led to the PM, but because, well, I thought perhaps something new might happen in the thread. But one must reconsider on occasion the patterns one has even if it turns out they are good ones. Because then you really know.
I wondered how you would react.
Interesting factoid : In the three years that I have been a member, you are only the second person who has found it necessary to send me an insulting message.
Bullying by PM… nice 
I often quite like upping the level of the insult in return for such.
This surprised me. Two people I like a lot. I always find it strange when that happens. I’m not judging or anything - I don’t know what this is about. I guess it just makes me feel a little wistful or something.
I have been attacked by some I respect the most on here Anon, so nothing will surprise me anymore, but I think that is part of moderator privileges 
Such things are disillusioning though, but one should have more tricks and options up their sleeves so as not to be