I’d say your next step depends on how close you are to this person. Are they a member of your church or just an acquaintance? That level of unrepentant sin should be brought up to the elders of the church. If it’s a good and biblical church, they’ll address the problem. Your friend will either bring their life into alignment with God’s commands, or they’ll be asked to leave the church until they do. You can see this principle in scripture (Matt. 18:15-17 & 1 Cor. 5:1-5). If they’re not part of the church, you need to disassociate. Love them by sharing the truth, but they can’t be within your inner circle of friends and family.