Uber mods, while they have the ability to freeze accounts for PMs, cannot actually read the PMs of others. Admins, however, can (so they can check if it needs a ban or whatnot). All mods do in a sense is basically give content for the admins to decide whether to hide or not. Besides the ability to flag stuff, they have the same abilities as any normal user.
Us mods can't read your PMs, we don't have that power. You'd need to get an admin for that, I think. I mean, you can message me and I can make sure that it's followed up for you with some of the site staff who can check it themselves, or you can contact the site as others suggested, or go straight to the admin yourself.
Moderators cannot see private messages and do not "ban" users. Only administrators can do those things. If someone is being harassed via PM, please go to their profile and use the report option "private messaging" and an admin will look into the issue and take action, if necessary.