I think the official response is send a help request or message an admin if you have problem with a mod. Reporting mods and them warning each other would just be petty and pointless.
I sometimes report if the post is taking things a little too far. Not so much for like a warning point but to say "hey, that wasn't cool and you know better bro"
Yeah, including when they use nicknames - there's no valid excuse for why that shouldn't receive a WP because unlike with flamebait, this is an objective matter. The law should apply to everyone (including mods) like it does in the real world.