First, I think switching your tag to "help" will get you a better answer.
I personally don't see much that you can do other than report it. On Xbox report the mentioned message and add a comment explaining how it may relate to a possible ddos. If nothing happens (which can be likely) then it's because there's just not enough evidence to the accusation.
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Thanks for that I'll change the subject to help. He wrote to me he has Ddosed my friend as he couldn't DDos me. So now my friend has to go buy a new router. We tried to contact Microsoft and they don't even have a help number.