Is the father sinful because the woman who accompanied him on Umrah did not complete the Tawaf and Sa'i, and she died years later? And is he required to do anything to complete her Umrah?

There is no sin upon your father due to the woman who accompanied him and did not complete her 'Umrah, based on the generality of Allah's saying: (And no bearer of burdens will bear the burden of another).

Proxy completion of 'Umrah for the deceased is not sufficient, according to the more correct opinion.

Since the deceased did not complete her 'Umrah, she remained in her state of ihram, and the rulings concerning the prohibitions of ihram apply to her.

If the deceased had not performed 'Umrah before, then 'Umrah is obligatory upon her, according to the more correct opinion, and the cost of someone performing 'Umrah on her behalf must be paid from her inheritance before its distribution.