I'm with Jeddy on this one.
To help remove the judgey-pants, try reading the Stoic Philosophers: Marcus Aurelius, Seneca, etc. They have a lot of good things to say about accepting that there are some things you cannot change and reacting to those things with equanimity.
For your sister, since you see her so rarely, I would go shopping, but set a strict budget. For example: "Ok, sister, I'd love to go shopping with you, but money's tight right now, so I can't spend more than 75$. Help me to not go over that limit?"
To me that creates a shared bond of saving. You WON'T spend more than 75$ and when your sister sees you stop spending, maybe she'll slow down too.