We have implemented the Bogoliubov-de Gennes equation in a screened Korringa-Kohn-Rostoker method for solving, self-consistently, the superconducting state for three-dimensional (3D) crystals including substitutional impurities. In this paper we extend this theoretical framework to allow for collinear magnetism and apply it to fcc Pb with 3D magnetic impurities. In the presence of magnetic impurities, there is a pair-breaking effect that results in in-gap Yu-Shiba-Rusinov (YSR) states which we decompose into contributions from the individual orbital character. We determine the spatial extent of these impurity states, showing how the different orbital character affects the details of the YSR states within the superconducting gap. Our work highlights the importance of a first-principles-based description which captures the quantitative details, making direct comparisons with experimental findings possible.