It'd really depend on what sort of deal you have with the vendor of the third party app.

A lot of the vendors that I have dealt with in the past have allowed the changing of stored procedures and the addition of new ones on a "at your own risk" type of deal (eg. future versions will be be guaranteed to work, the database is no longer covered by their support etc).

I'd suggest having a talk to the vendor, don't tell them you have changed anything but ask them what their views on changing stored procedures etc are.

HTH