Merely adding them to your list, they get no notification at all. It's only if they then try to buy from you, they find they can't. They would get a message something like "this seller has chosen not to sell to you at this time". If you have ticked the box to stop blocked buyers contacting you, then they can't send you a message via any listings you may have. If they do manage to contact you and threaten or abuse you, contact eBay and report them.