The sponsors are where they can be hurt. Contacting his sponsors directly will affect him. They endorse his pervert messages by continuing to advertise on his show.
OK, go with the indirect path; he will just find more sponsors who will come in after the act. I understand the tactic, but you are hoping it will have an effect on him. If he keeps making money he won’t care.
I believe the best effect will be acheived by going for the target, not the target’s current financing.