If you feel OK doing it, you should:
1) ban him to your room so you don't have to deal with that person if they make you uncomfortable
2) report his account to the site you are camming on because it seems his "fetish" and the content of his discussion is breaking the rules of the site - they do not allow violence. Yes, he is only speaking, but he's speaking about "paying camgirls to kill small mammals" and joking or not, lying or not, that's illegal and you have every right to screenshot and report him to the site.
It's a personal choice, I am quite pro free speech and not for censorship in most cases (I'm an artist) but this is unsettling and that profile should be reviewed. Just my 2 cents.
I have had people ask me questions before private about "K9" and underage role playing to the degree that disgusted me, so I banned and reported them - I do NOT indulge in things that make me sick or are against the rules.
I read an article on here last night where the author spoke of "indulging in a pedo's fetish online because that's worse than him doing it in real life." I'm sorry but I don't agree with that mentality, and it seems that "pedo" roleplaying is breaking the rules of the site.
Personally I just feel responsible to be firm with some people and not indulge in their violent or illegal sexual fantasies/preferences. Finally, you would never want to get your account suspended for talking to or working with someone like that, it sounds far fetched but it could happen. Just be careful and don't do anything that makes you feel disgusted, you have every right to leave the private at any moment, screenshot, and tell the site why you did.
Sorry to get so serious but I think it's important not to just chalk things up as fetishes when they are actually illegal or harmful.