Basically, if you get the event where Roxy goes for her second tattoo removal session with her friend, Cleo, you're too far. I believe the last event with her before it's too late (if you don't count the brief phone call where she's doing yoga) is where the MC has a conversation with her late at night at Roxy's workplace. That said, though, I can only see in the walkthrough one place to end the relationship with her. Pretty early on, Roxy gives the MC a blowjob during a school lecture. At that point, if the MC has 5 or fewer relationship points and also has 0 love points with Roxy, giving her a rough deepthroat will end the relationship. So from the looks of things, you need to end things with her pretty early on and purposely try to avoid gaining relationship (and especially love) points.
You may notice in the saves I included for the Nat/Mallory path that Roxy's relationship points are higher than what I said above. That's just because I did comments for the PVU Pics phone app just before the first save in those attached files. So her relationship score went up a little from that, but there will be no conflict later since the relationship with her is already dead.
If you don't manage to end things with Roxy, Natalie will force things to end with her and Mallory.