Please can anyone offer some words of wisdom?

This is how I feel. I think the way your family is choosing to live is not what your sister wants. Based on what you have written, I take it your family is very strict and very strict about religion probably, and that may not be what your sister wants, so maybe you and your family should take this into consideration and have a serious talk about giving her more freedom because it doesn't matter what your parents do to instill their beliefs in her; she is going to turn out the way she is and there is nothing they can do about that, so there is no sense in doing all this fighting. Of course, I don't agree with her sneaking out of the house at night; I think I'd be asking her what exactly it is that she is doing and make sure that it is indeed not something serious. If her nightly activities are harmless (like hanging out with friends), then I strongly advise considering a life style change for her because it sounds like your family's current life style is not for her. Best of luck to you.