It sounds like your family just doesn't understand depression. To be fair to them, that's not uncommon. Lots of people think depression is just a big sad and you just need to find some things to be happy about - completely missing that it's frequently a big numb to escape the big sad, and those happy moments get numbed out too as collateral damage. Speaking from experience - be true to yourself. Get help in therapy, look up a few modalities and whatever sounds like it might be the most helpful, seek somebody out who does that. Be honest in therapy and be honest with yourself. Start building a life you enjoy, you only get one. You are completely within your rights to assert yourself to your sister. If you do not appreciate what she's trying to do, and you find it more harmful than helpful, it's worth telling her that. I doubt she'd want to continue doing that afterwards.