Sanctuary only protects the person it is cast on, and only from attacks. If it’s only on you, enemies don’t need to make the save to attack your ally. The sanctuary isn’t nullified, it still works for you, but doesn’t affect the paladin.
You can cast any spells or cantrips that aren’t attacks while protected by sanctuary without breaking it, including healing, defensive buffs, or even offensive buffs like bless, as long as you’re not the one doing any attacking. You can also use abilities that aren’t attacks, like a Life Cleric’s area-healing ability.
You can’t prevent the damage from coming through warding bond with an ability that prevents attacks, because there’s no attack. You just take the damage. (What’s happening is that you’re taking half the damage for the warded ally, but it’s represented by them taking half damage and then you taking the same amount.)