First of all, i want to say that i have had this happen before both on this site and on the former e-sangha. You send someone a pm and they never open it or at least, it doesn't show that it has been opened.
I think there is a way to delete the message though. Click on the outbox and to the pm that is sitting there unopened. There will be a box that you can mark. Then below it will say something, can't remember what, but it scrolls to delete the message and click that. It will then ask if you are sure that you want to delete it. Say yes. That will get rid of old messages that sit there.
Now, about the other problem. It looks like you can't block a person from sending you a PM, but i would check with mods to see if they could do it. If you add a person to your foe list, as long as you are logged in you won't see their posts. I did this recently when i found myself reacting to a certain person's posts. The person is what my mom would have called "an agitator" and i prefer not to rise to the bait. This is my way of walking away, not engaging.
Hope there is something here helpful.