Is it true?
No, that is inaccurate. References to protected categories are not a requisite element of harassment.
Typically harassment is defined as a pattern of conduct (thus encompassing two or more acts) consisting of unconsented contact that would cause a reasonable person to be frightened, annoyed, distressed, molested, and/or experience other unpleasant emotions. See, for instance, the definition of harassment in Michigan legislation, MCL 750.411h(1)(c).
The notion of harassment can --but does not necessarily-- involve targeting or attacking of one or multiple protected categories in which the victim belongs. For instance, sexual harassment is understood as harassment with purposes of mocking the victim's sexual orientation, or procuring sexual gratification from/with that person. The adjective "sexual" merely qualifies the context of the troubling pattern of conduct, but that term in and of itself is not what imports the character of harassment.
The examples in the paragraph you quote are inaccurate and/or inconclusive because they would highly depend on the context. The adjective "selfish" is not sufficiently related to Judaism, whence it would be unreasonable for a Jew to allege religious harassment merely because somebody called him "selfish". Instead, a finding of religious harassment would involve repulsive allusions to themes or elements to which Jews would be sensitive based on historical grounds (such as nazism, and antisemitism), doctrinary grounds (jokes about pigs), and so forth.
Where I can find a complete list that includes all the possible words?
For the reasons explained above, there is no such list. Words would have to be assessed in light of the context in which the course of conduct takes place.
Furthermore, not all harassment involves words. Harassment, regardless of its type, can be in the form of drawings, gestures, physical contact (such as sexually molesting a person), voiceless phone calls, and following a person, to name just a few methods.