All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
We commend the dear questioner for his keenness to advise his family and forbid them from watching unlawful shows, and he will be rewarded for this, Allah Willing. As for sitting with them in the same room while they watch such shows, we have previously underlined in several Fataawa that forbidding evil is obligatory on the one who witnesses it, and that if the evil is not eliminated by forbidding it, he is required to leave the place where it is being committed. This is evidenced by the Saying of Allah, The Exalted (which means): {And it has already come down to you in the Book that when you hear the verses of Allah [recited], they are denied [by them] and ridiculed; so do not sit with them until they enter into another conversation. Indeed, you would then be like them.} [Quran 4:140]
Leaving the place where a sin is being committed is not specific to the sin of disbelief or mockery of the verses of Allah. Rather, it applies to all sins, and it is incumbent on whoever witnesses them to leave the place if the evil is not eliminated by his forbidding of it. In his commentary on this verse, Ibn Jareer said: "This verse clearly indicates that it is forbidden to sit with the people of the falsehood of all kinds including those devoted to Bid‘ah (religious innovations) and Fusooq (disobedience) when they are engaging in their falsehood." [End of quote]
Shaykhul-Islam Ibn Taymiyyah said in Majmoo‘ Al-Fataawa: "It is impermissible for anyone to willingly attend gatherings where evil is committed without necessity to attend." [End of quote]
Al-Qurtubi said in his interpretation of the verse (which means): {And it has already come down to you in the Book that when you hear the verses of Allah [recited], they are denied [by them] and ridiculed; so do not sit with them until they enter into another conversation. Indeed, you would then be like them} [Quran 4:140], underlining the need to leave the place where a sin is being committed: “If he is unable to forbid them (the doers), he should leave the place so that this verse would not apply to him.” [End of quote]
In conclusion, the questioner should continue to offer advice to his family gently and wisely. If they do not listen to him and accept his advice, then he has fulfilled his duty and is only required to leave the place (where the sin is being committed). He should not be sitting with them such that he would also be watching or listening to these unlawful shows that they are watching. Leaving these gatherings shields him against being influenced by them. He should also strive in supplicating Allah, The Exalted, to bless them with guidance, and hopefully, Allah will accept his supplication and bless his heart with the joy of seeing the righteousness and uprightness of his family.
Allah Knows best.