Upwork doesn't care how you communicate with your clients, but any payment thru any channel other than Upwork's system robs Upwork of income you have agreed to pay them.
Upwork's "guarantee" of payment for hours tracked by Time Tracker or milestone work submitted is not ironclad or foolproof, but you'll run much greater risks of not getting paid by accepting payment outside Upwork's system.
If they are honest and legitimate, your client shouldn't care whether they pay you via Upwork or other means. If, however, they want you to split the difference for cutting Upwork's 20% out of your initial billings - paying less than they would but giving you more income than you would get due to that 20% - that's a capital offense on Upwork.
Not all clients know Upwork's rules, but it would be a bit suspicious if a client claimed they didn't think you should have a problem getting paid outside Upwork.
Don't do it.
re: "Client working away from upwork. How do I report a client who wants to pay me directly and work via through text? I can provide screenshots of the discussion I had with this person."
There is nothing wrong with a client wanting to communicate with you outside of Upwork.
There is nothing wrong with a client wanting you to do your work outside of Upwork. For example, you can do writing using Microsoft Word or other tools. Upwork doesn't provide tools for doing your work.
But you are correct. ALL payments must go through Upwork.
You can send me a PM with more information about this. I'll check your report and share it with our team for further investigation.
Please, check this help article for more information on how to use the flag option found on each job post or message to report any suspicious or inappropriate content.
Also, check out this post for more tips on how to avoid questionable jobs.