We're fed up with his rudeness.

Literal

We [topic-は] his [possessive-の] rudeness [contrastive-には] fed-up-[state-ている]-[explanation-のだ].

無作法 ('rudeness, bad manners,' literally 'no-method') is a な-adjective/noun. うんざりする ('to be fed up with, sick of') takes its target with に (or には for emphasis). The contrastive には foregrounds 'his rudeness' as specifically the source of annoyance. のだ is the formal explanatory ending (equivalent to the colloquial んだ).