First, BIG HUGS!!!! Your sis could be speaking from her heart, OR she could be sick with envy that you have girls! I know after DS1 I said terrible and negative stuff like that (telling people I didn't want a girl for this or that reason) b/c I wanted others to hurt the way I was hurting (yes totally immature!). You know the old saying, misery loves company? Your sis sounds like she's trying to protect herself from feeling GD (I could be wrong, but that's what it sounds like to me).
I'm at a place in my GD journey right now that I've moved past those ultra-defensive feelings, I've learned to love and embrace being a mom to all boys, while at the very same time being honest about wanting a daughter as well. It's a much healthier place to be.
I remember at my bf's bridal shower a few years ago I was the only one there without a daughter. Everyone was sharing the pics of their little girls and I was feeling very left out and jealous. My bf asked one mom of 2 girls, "Are you going to try for a boy?" to which the girl answered no, that her dh said no more, girl or boy.... then she paused and said (in a defensive tone) "and I like the 'girl thing' anyway!" She could've stuck a knife in my heart that one little comment hurt me so! So I took out a cute pic of my DS1 (I only had him at the time) and tried to showher and she acted busy and didn't even look at it. I was SO HURT!!! [:'(] Now looking back (and knowing more about her now), I know for a fact she was feeling GD! Now her reactions make so much sense and I can't believe I totally missed her GD, I was so consumed with the thinking that she felt superior b/c she had girls but I was so off!!
Don't let her get under your skin, and don't stoop to her level. Enjoy your precious girls and have fun with them. I'm sorry your sister's son gets favored, that's so not fair. I would have a talk with your dad about that and nip it in the bud! I hope you get your boy so you can move past all this GD cr@p (PLEASE take all my blue dust!!!!!!!! lol), but if you get a 3rd girl, I promise you 3 of a kind is very special!!!!