Roleplaying, as an activity, is supposed to be fun. If someone is roleplaying in a way that is not fun (either for themselves or for someone else), it generally means that they are doing it wrong and should stop.
You've told us that one of your players is playing a rogue and is stealing from the party. (And I think there's an implication that this isn't fun for you, and might also not be fun for other characters.) Most groups consider this sort of thing to be rude. One solution to this would be to talk about it out of character -- "Hey, I think I'd enjoy this game more if your character wasn't stealing from the party". Sometimes this doesn't work, and then you have to think about whether the game is still fun despite this one character being annoying.
You've asked if your character should punish other characters for doing stuff that your character's god doesn't approve of. The answer is: your character should only do that if it is fun for the whole table. If you can find a way to make a joke out of it, like the necromancer raises a horde of zombies and you say:
My brother, my heart bleeds for you. I will pray for Lathander to have mercy upon your soul. Here is the Holy Scripture of Lathander; please read Chapter Two and meditate on how you can have strayed so far from His Holy Word.
then maybe that's a fun bit of roleplaying which the whole table can enjoy. On the other hand, if you start making melee attacks against him, he's probably not going to like that, so you shouldn't do it.
You might be considering directly attacking other characters in-game, not as roleplaying but as a way to convince the players to stop being annoying. I recommend not doing this. I've seen situations where someone initiates PvP combat, and then the rest of the group gangs up against the person who started it. Even if that doesn't happen, the risk is that you might start a fight and then lose.
One solution to your problem is to have your paladin leave the group and bring in a different character who won't have a moral conflict with the rest of the characters. I've done that a couple of times in the past, and it's never been perfect, but it does remove a lot of in-character tension.
The other solution to your problem is to think about whether you want to remain in the game even though some players are annoying. D&D is a game where you "vote with your feet"; it's not unusual to have to try several groups out before you find one you like.