Local spins coupled to superconductors give rise to several emerging phenomena directly linked to the competition between Cooper pair formation and magnetic exchange. These effects are generally scrutinized using a spectroscopic approach which relies on detecting the in-gap bound modes arising from Cooper pair breaking, the so-called Yu-Shiba-Rusinov (YSR) states. However, the impact of local magnetic impurities on the superconducting order parameter remains largely unexplored. Here, we use scanning Josephson spectroscopy to directly visualize the effect of magnetic perturbations on Cooper pair tunneling between superconducting electrodes at the atomic scale. By increasing the magnetic impurity orbital occupation by adding one electron at a time, we reveal the existence of a direct correlation between Josephson supercurrent suppression and YSR states. Moreover, in the metallic regime, we detect zero bias anomalies which break the existing framework based on competing Kondo and Cooper pair singlet formation mechanisms. Based on first-principle calculations, these results are rationalized in terms of unconventional spin-excitations induced by the finite magnetic anisotropy energy. Our findings have far reaching implications for phenomena that rely on the interplay between quantum spins and superconductivity.