I found the only way you can complain about someone is being able to click on them from your friends list or their knight. You can't seem to click on their username in chat if someone is sending you harassing whispers and you can't find them. I think that should be changed, though I think I'll make a report through the support function.
/complain (player name)
You just need to spell their name right.... also, they may need to be online (not sure).