Celebrim
Legend
If the group is treading into morally troubling areas, I tend to have an obviously good force (like an angel or an old school paladin) interact hostilely with them (it doesn't necessarily have to be at the level of conflict, in fact it is better to build up to a fight) or an obviously evil force interact like they are allies (and it should be as creepy as you feel comfortable doing). Your player's PC's actions seem like a good fit for Yeenoghu, since hyenas and gnolls (plus ghouls back in the day) have a "desecrating the dead" feel to them. Depending on their level, I might arrange a fight with gnolls, and have a vrock show up and stop a gnoll from attacking the PC, because he is "favored by our lord."
The important thing is have options for the party (or the PC) to get back in the good if that is what they want. Unless they are 20th level, I figure they don't rate a conversation with the gods (not to mention that while getting to the gods is fun, arguing morality with them tends to be a drag on a lot of parties), but formal quests for atonement or random news of some great evil that the party can deal with are good.
This is a post I endorse, although I will say you don't even have to be this overt about it.
Many good aligned temples will have sacred spaces with barriers designed to ward out evil, or at least alert them when something evil tries to cross them. So one thing you can do is the next time they resort to a good temple for healing and shelter, have them trigger the equivalent of the TSA. "I'm sorry we cannot let you in. You seem to have been recently engaged in several vile acts. If we allow you to enter, you could desecrate our holy places, and limit our ability to bring the healing light of Showna to the suffering in our community. Please cleanse yourself before entering. If you need help with your penance and attonement, we would be happy to assist for a small fee."
Likewise, you don't need something as obvious and splashy as a Vrock to show up and declare the PC an ally, although that could be in the right context a cool scene. All you have to do is have a Gnoll shaman/witch doctor say, that he has seen this one in a dream, and that he is "favored by our Lord".
The important thing though is that if a character wants to trade the benefits of being good for the benefits of being evil, you don't need to punish them for it. Let them have those benefits and try to deal with it. What you should not do is persist in allowing a character to try to get "the best of both worlds", enjoying both the benefits of evil and the benefits of good. It's ok for a character to enjoy neither the benefits or drawbacks of being of an alignment, but persistent aligned behavior should reap the consequences - both good and bad.