Reporting someone who blocked you before you could

You can still report the user. And best thing to do is report the message directly block them and move on.

Hi and thanks for reaching Microsoft Xbox gamer's community. My name is Josef.
I'm an Independent Advisor and a Microsoft Xbox user like you.

Hope you're doing great today despite this RALEIGHSF

Sorry to hear that your son faced this situation, you can report the toxic player using your account and following the detailed steps from here:

https://support.xbox.com/en-US/help/family-onli...

"Press the Xbox button  to open the guide, go to People, and then do one of the following to find the player you wish to report:
If the player is a friend, select Friends, and then select their gamertag.
If the player isn’t a friend, select Recently played with, or select Find someone and enter the player’s gamertag to search. Once you find the player, select their gamertag.
From the player's profile, select Report or block, and then select Report.
Choose your category and reason for the report. Make sure that you choose the most accurate category, as this detail is important to ensuring Xbox Safety can investigate the issue properly.
Select Add comment to provide more info, and then select Submit."

To avoid this situation again I advise you to change your son privacy settings. Allowing him only to receive message from the people in his friends list.

If you need detailed steps please follow this article:
https://support.xbox.com/help/family-online-saf...

Report the profile that threatened you to Microsoft and block them. Chances are he's just trying to scare you. I've heard that threat before as well and nothing ever happened to me. It's just someone who is angry. It's not illegal to threaten to hack someone
however, if said user DID hack you, that would be a different story.

they do read the messages before punishing the person who was reported. then they decide if the person who has reported violated any rules. I suggest you read this so you know what you can/can't say on Xbox Live. https://www.xbox.com/en-US/legal/community-standards

if someone says something to you in a message or in game that violates any rules don't respond back to them. just block and report them.

Your best bet is to report, block and move on. If you lose your cool you could send a message that could end up getting you banned. There's nothing we can do. I reiterate...report, block and move on. It's not worth stressing over. If someone is not behaving
well they'll get banned eventually.