Definitely do not go over there and talk to them about it. If you do end up calling the tip line, it will ensure they know it was you who called. It would also put you at risk by extra exposure during a pandemic. That's honestly not a good idea in this case.
The rules are clear, there is no need for "compassion", especially if this case is as you say, it sounds like a repeated blatant breaking of the rules. Don't be made to feel guilty for calling in an infraction that is putting people at risk. If there is a compassionate reason for their gatherings, the folks from the covid tip line can be the judge of that.
Your neighbors are clearly not being compassionate by undermining the health orders that is putting our health care system in jeopardy and the health of others at risk, not to mention mitigating everyone else's sacrifice.
Here is their number: 1-866-626-4862 (toll-free) and press 3 on the call menu.
And a link to the website:
https://forms.gov.mb.ca/covid-tip-line/
Report them.