Ive received two of these in two years (total time in).
1. Its probably the girls themselves. I hate to be the bearer of bad news, but the "lovely" ladies are not always so soft and kind and are actually just there for the money. The reason I say this is because I've strayed far from the typical, low budget options and have stayed pretty strictly to Spas and reputable providers as seen through here and twitter- I will literally cancel any appointment if I get any bad sense at all- from sketchy neighborhood, to changing numbers, canceled twitters, rebrands etc. Reason being that a provider that takes some pride and has any sense of professionalism understands that building a personal brand is extremely important in this line of work. You live and die by the word of mouth- so its extremely costly to do anything that amounts to losing any of that. That has been my primary source of choosing a SP, and it turns out well for 99.99% of the time.
2. I just call the police and tell them this happened. I give them a phone number, time of messages, type of messages- one of the included a graphic photo or people and animals- and of course, tell them I feel safe. Why would I feel safe after recieving such a message? Well, simple. First, I give false information. Fake name. I use twitter's/email easy way to fake an identity- of course just the crucial- address, name, location etc. I do say my race, height and weight and all else they ask for. That way when I do get a message like that I know they are bogus because they don't even know my real name.
3. This is why I refuse, 100000%, to send money upfront, deliver my id photo, linkedin, or any other strict form of "screening." Its MY safety. And, because I know I won't do this, I don't even contact those providers. A Spa doens't ask for money in advance.