Hey,
Sorry to hear about that, if you have blocked him and reported him both in Destiny and on the platform then you have done everything you can, if he begins to harass you about further things e.g. personal threats then you may want to take further action outside of Destiny and your console.
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Just hope he gets banned or something. My experience with xbox's "support" team hasn't been great. They never do anything about people yelling racial slurs but i get some of their conduct rules enforced on me for just breathing x_x