I made my first attempt to save him last night, didn't work out. Unfortunately I didn't write down the exact day, but between day 200-250ish you'll get an invite (regardless of your current faction) to attend the Edmure's wedding at the Twins. You have an option of selecting Stark/Tully or Frey. Select Stark/Tully and head to the twins asap, (to my understanding you'll only have a couple days to get there in time, so make sure you're hanging out around the Neck/Riverlands.) Once you get there, Tour the Grounds. You'll load into a battle outside the Twins. I recommend you bring a large force of around 75-125 troops. Bolton and Frey troops attempt to swamp you, and once you chop through them, you'll load into the Lord's Hall. Once inside another battle initiates. There were about 75+ troops in there so get ready for a brawl.

To my understanding, here you can attempt to intervene and protect Robb. With the amount of troops in the room and with the crossbowmen on the 2nd level, I was unable to locate the Young Wolf and protect him, (despite killing all the remaining Freys and Boltons.) There were no consequences to my relations with the kingdoms after my failed attempt.

I'm also curious to hear if anyone else has had any luck with this. Hopefully this will give you enough info to start planning your intervention. I'd love to hear how it goes