Is it permissible to use free sports program discs available online, which belong to an Israeli athlete, in order to avoid financially supporting him, knowing that there are other alternatives but they contain Sharia-related caveats?

There is no harm in backing out of purchasing the software before concluding the contract. As for obtaining the disks for free by someone else copying them, it does not permit their use if they are protected, because this person's action is an تجاوز (transgression), and the ruling of usurpation applies to them. The fact that the software owner is Israeli does not permit the appropriation of his property.