I do not know what is wrong with your sister, but one thing is certain. She doesn’t realize that whatever the therapist is saying to her is equally true for others in the household. Of course she is entitled to an opinion, but so are you. The difficulty is with your sister’s interpretation, not the advice she is getting. Think about it. She misinterprets everyone and everything in the home and twists it to her advantage. Doesn’t it make sense she will simply do the same with information she gets from the therapist? She is the cause of the turmoil in her life, not anyone else. But to get her to understand that may take a long time, if ever.
I would recommend two things. First, each time she does something “off” and uses her self-aggrandized interpretation, be clear with her that you have the same rights, and don’t see it the same way, and that you have as much right to your opinion /perspective as she does. Do not let her bully you into anything. Confront her at every turn, every event, and every inappropriate comment. Reclaim your personal power with her. Don’t let her pathology usurp your individuality.
It is also time for you to develop a personal plan to move out of the house. It might take a year, but you need a concrete plan for moving out and on with your life.
You indicated you were a personal trainer. What would you suggest to a client who wanted to be healthy, but everyone they lived with smoked in the house every day and they were complaining that their clothes and hair smelled bad and they had started developing a cough? You would encourage them not to allow smoke to be blown in their face, but to make plans to live somewhere else. No matter how healthy you are, if you go back into that kind of environment it isn’t going to be okay. This is the emotional equivalent.