Instagram has been announcing a lot of new features to have a safer environment for its users and the latest feature announce will protect from abusive DMs, along with preventing a blocked user from attempting to contact you with a new account.
A spokesperson for Instagrams said "Because DMs are private conversations, we don't proactively look for hate speech or bullying the same way we do elsewhere on Instagram. That's why we're introducing a new tool which, when turned on, will automatically filter DM requests containing offensive words, phrases and emojis, so you never have to see them."
The new feature will be rolling out globally in a few weeks and can be turned on-or-off, and when it's on the offensive messages will be pushed to a separate folder.