In between your own turns, you can only interfer with the ongoing combat via a reaction.
The section The Order of Combat of the PHB outlines the fundamentally turn-based nature of combat in DnD. As is explained afterwards under Your Turn, you usually act only on your turn, unless you act as a reaction:
A reaction is an instant response to a trigger of some kind, which can occur on your turn or on someone else's.
So, unless triggered by circumstances defined by your own class features, feats, spells, etc., you cannot act outside of your turn. There is a way to define such a trigger yourself, though.
If it is your turn and you expect an ally to do something on their next turn that you disagree with, you could set it as the trigger for a readied action to interrupt it.
If you expect your ally to do something specific, you may decide to wait for it and react to it when it happens. The Ready action enables you to do this:
Sometimes you want to get the jump on a foe or wait for a particular circumstance before you act. To do so, you can take the Ready action on your turn, which lets you act using your reaction before the start of your next turn.
First, you decide what perceivable circumstance will trigger your reaction. Then, you choose the action you will take in response to that trigger, or you choose to move up to your speed in response to it. Examples include "If the cultist steps on the trapdoor, I'll pull the lever that opens it," and "If the goblin steps next to me, I move away."
When the trigger occurs, you can either take your reaction right after the trigger finishes or ignore the trigger. Remember that you can take only one reaction per round.
For this to work, you'd have to anticipate and describe with sufficient precision an action an ally would take. A trigger as vague as "one of my allies does something I don't agree with" will probably not be allowed by most DMs. If your DM accepts your trigger, you can then describe what you will do if the trigger actually occurs. But keep in mind that
- a readied action replaces the action you would take on your own turn,
- it is limited to either movement or an action (not both and no bonus action),
- your turn is essentially wasted if the trigger does not occur and no other circumstances let you use your reaction (unless you have multiple actions due to Action Surge or Haste (PHB, p.250) or anything similar).
Taking into account your playing style and your efforts to avoid meta-gaming, you would of course have to declare the trigger and the readied action to your DM in secret, so that the other players do not know your intentions.
If an ally has already taken the action to which you object, only powerful magic can make it undone.
Under certain circumstances, you could use the Wish spell (PHB, p.288) to try to undo what an ally has done on a preceding turn. However, it depends on the DM to which extend this is actually possible. Anyway, this is hardly an everyday solution.