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Compression when going through a PA

When going through a PA system the sound engineer is responsible for the FOH mix, not the musicians (unless you mix yourselves. Been there.) You should make sure your tone is exactly how you want it on your side of the DI. What happens after that is not your job. As far as damage is concerned, the answer is no. You cannot harm anything by using multiple levels of compression. Actually multiple compressors can sound amazing.
 
Do you mean harmful to your tone or the PA system. If the former, possibly if you overcompress to start with, if the later, unlikely.

Many people daisy chain compression, or use a compressor and a brick wall limiter together with no ill effects. Different compressors also offer different tonal variety and features, so multiple compressors can sometimes be desirable. However, unless you use compression as an effect, you should be careful to not go too extreme with your pedal's settings or it could get a little whacky when compressed again at the PA.