The magnetic moment of a quantum dot can be screened by its coupling to a superconducting reservoir, depending on the hierarchy of the superconducting gap and the relevant Kondo scale. This screening-unscreening transition can be driven by electrostatic gating, tunnel coupling, and, as we demonstrate here, a magnetic field. We perform high-resolution spectroscopy of subgap excitations near the screening-unscreening transition of asymmetric superconductor-quantum dot-superconductor (S-QD-S) junctions formed by the electromigration technique. Our measurements reveal a re-entrant phase boundary determined by the competition between Zeeman energy and gap reduction with magnetic field. We further track the evolution of the phase transition with increasing temperature, which is also evinced by thermal replicas of subgap states.