At what point is it ok to confront a third party who won’t stop contacting your S/O?

Not enough information.

First, does your SO WANT the contact or not? If they do, then it isn’t ok to insert yourself into the situation.

Second, if they don’t want the contact, have they even tried to get it to stop or not? If not, why not?

Third, if they don’t want the contact, but, aren’t the type to have confrontations, have you talked with the SO, and both of you have agreed that the contact needs to stop?

Fourth… NOW… IF you two have talked, IF you have agreed that the contact needs to stop, IF the SO isn’t one to have confrontation, THEN, yes, you can insert yourself into the situation to see if you can resolve or not.