For spam messages (or if you notice spam on any other Moodle community site), please email email@example.com. We can then block the spammer's account and delete all the messages they sent so that they don't appear in anyone's messaging history.
(The email is mentioned on our contact page; if you can think of anywhere else it should be mentioned, please let us know!)
I missed the link to the contact page in the footer - I was looking at all the while links and missed the blue ones right at the bottom!
I suppose another useful place to have access to this info might be on the Messaging interface itself, although spam doesn't seem to be a particularly big problem on the site in me experience (or the mods are very efficient at tackling it).
Thanks Mark for your suggestion. Maybe the contact link needs to be made a bit clearer!
Up to now, we've only had spam sent via private messaging very occasionally. More common is spam in forums, hence the 'Report to moderator' links.