Is it obligatory to leave a social media group for relatives that contains Sharia-违规 (violations) such as songs and pictures of unveiled women, even if it reduces communication with them, or should one remain in it and ignore these violations?

You are not required to leave the group; rather, utilize it for good by disseminating what benefits and profits the members. If someone publishes something impermissible, advise them with wisdom and gentleness, and explain to them the ruling of the Sharia.