There is no need for screenshots here. When your friend receives a message like that, just immediately open a support request and complain to a GM with all evidence already collected. In the form you use to contact the GM, your friend will be able to write down what they have been sent, and GM's can verify that on their end.
After a couple of DM's, GM's should end up doing more drastic measures if the harasses continues to try and evade punishment.