Is it considered wrong to financially support a website and then stop doing so after learning that it harms Islamic da'wah and its owner refuses to delete the offensive forum?

The ruling on your error in stopping donations to the website depends on knowing the website's condition and content, and for this, you should refer to trustworthy scholars in your country. If the one who advised you to sever ties with the website is among those reliable in their knowledge, then you are not mistaken. You are not obligated to donate to support the website, even if it has no reservations.