How can I present the evidence of the player who messaged me racist comments?

Hey Radiant Sword X.

Thank you for reaching out to the forum. You are doing just the right thing. Always report and block and the Enforcement team will start there investigation. Screenshots and similar documentation can not be admitted to the Enforcement team!

So I just caught the screenshot of this Overwatch player which I will not name due to security who called me the N-word. I need to send this proof to Microsoft and I already reported this player. Anything else I can do about this? In the events
of anyone I get messages from, any users sending me one message with the N-word I immediately report and block.

You cant. Since screenshots can be altered they won't accept stuff like that. The enforcement team has all the tools they need to investigate your report so as long as you reported them the proper action will be taken by the enforcement team.

HardRecoil is correct, you should simply mute any of the players that were being racist / vulgar, file a complaint / submit a bad player review and if you had received any messages from those players, upon opening the message you should block communications.
However I hate to break it to you, this behavior tends to continue on Xbox Live and it is not only white people who tend to use racist comments. I myself have witnessed both black & Asian players shouting racist comments at each other in game lobbies. No particular
race is worse than the other.

I play Dom almost exclusively. Anyone who's not a squeaker, cheater or racist can add me if you're an objective oriented player who can at least hold their own.

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EDIT: If anyone happens to drop me a FR, please just add a message so I know it's not some random spam.

No. They are literally choosing not to censor this racist message. I know this because I made a second account tonight and messaged first account and made a racist statement towards Jews and it was taken down. But this racist comment towards black people is allowed to stand.