How can the questioner make it clear to her sister and mother that she is distressed by their assumption that she envies them, especially given her feeling that they are hiding some matters from her due to her financial circumstances?

You should think well of your sister and mother, and ascertain whether their suspicion that you envy them is correct. If it is, you can confront them and explain that you do not envy them, and that you frequently pray for their well-being. Their hiding things might be a normal matter, so do not preoccupy yourself with it. Indeed, it is a sign of a person's good Islam that they abandon what does not concern them. Ask Allah to enrich you from His bounty.