If I were to grab a cone and contact the cone on the opposing Alliances’ loader, would that be in violation of this rule? As what’s said, it seems like it wouldn’t because it’s indirectly contacting, not directly. This rule does seem very confusing, because common sense states it’s illegal, but logically it is legal. Could this be changed to “a. Robots may not contact Cones(indirectly or directly) on the opposing Alliance Loader?”
Another thing, would it be considered legal for a robot to place a cone on the opposing auto-loader at any given time?
Would it be considered legal for an opposing robot to grab a cone, drive to the opposing auto loader, and use a cone to not allow the opposing drive team members from placing a cone on the loader?
BTW THANKS AGAIN! 
Your question is referring to rule SG3, quoted above for reference.
You are correct, common sense states that it is illegal. Rule G2 states that common sense always applies in the VEX Robotics Competition. Please see this Q&A; Scoring Objects cannot be used as “gloves” to accomplish actions that would be otherwise illegal if they were attempted with Robot mechanisms. Thus, this would not be legal.
Because of the “robot gloves” interpretation linked above, this strategy would not be legal. When the Drive Team Member attempted to place a Cone onto their Loader, the Robot in question would transitively be contacting a Cone that is still being held by a human, and thus in violation of rule SG3.
Technically, there are no rules preventing this, provided no other rules were violated in the process. However, upon placing the Cone onto the Loader, a Robot would very likely be momentarily in contact with a Cone on the opposing Alliance Loader, thus in violation of SG3a as you have quoted above. Also, remember that because that Robot can no longer legally contact that Cone, but the opposing Robots can, you have effectively given your opponents a “free” Cone.