There’s no way to give a citation to Eliezer not saying it. You might get further querying the citations in the article for the claim that he did say it. There are three, but the first does not mention it and the third calls it a rumour. The second quotes a chunk of Eliezer’s immediate response to Roko, the one that began “Listen to me very closely, you idiot” (which I remember reading at the time), and then says “Yudkowsky said that Roko had already given nightmares to several LessWrong users and had brought them to the point of breakdown.” My memory is not detailed enough to say whether he said that, but I think it quite likely that someone did say something of the sort back then.
If you search LessWrong for “Listen to me very closely, you idiot”, there is a hit on that comment by Eliezer, but the comment itself has been deleted. Since there is that hit, the comment is presumably still in the database. Perhaps the LessWrong admins might be willing to give you sight of it? But the result either way wouldn’t be a citable source for Wikipedia.
There’s no way to give a citation to Eliezer not saying it. You might get further querying the citations in the article for the claim that he did say it. There are three, but the first does not mention it and the third calls it a rumour. The second quotes a chunk of Eliezer’s immediate response to Roko, the one that began “Listen to me very closely, you idiot” (which I remember reading at the time), and then says “Yudkowsky said that Roko had already given nightmares to several LessWrong users and had brought them to the point of breakdown.” My memory is not detailed enough to say whether he said that, but I think it quite likely that someone did say something of the sort back then.
If you search LessWrong for “Listen to me very closely, you idiot”, there is a hit on that comment by Eliezer, but the comment itself has been deleted. Since there is that hit, the comment is presumably still in the database. Perhaps the LessWrong admins might be willing to give you sight of it? But the result either way wouldn’t be a citable source for Wikipedia.