Discord is a chat service for hardcore gamers that a lot of incels use.
In other words, discord is a chat service for furries, bronies, obese people, weeaboos, and sexual deviants.
An incel PM on discord is a pretty shitty thing to deal with. First off, the incel is probably not even who they are saying they are. Secondly, they are so paranoid about all the stuff they posted online that they would never be genuine with you. Thirdly, they probably are just trying to annoy you. Incels outside of discord are a bit better.
There have been countless incel discord rooms throughout the years. Many involving male supremacists or hardcore blackpillers, and the FBI. Some comination thereof. Discord incels tend to be relatively sadistic. There may be a correlation between this and how many hours are spent playing videogames about shooting people and runnning armies etc.…
Message history and images are not saved by Discord itself, so some detectives join discord just to document what others post. “Infiltrating” an incel discord room would be quite boring thought as they are not actually violent or criminal.