How should one act concerning the salaries of married sisters who are paid by their government on the pretext of not being married, knowing that informing the government of their marriage will expose their brother to the revocation of his citizenship and the harms that would entail?

The basic principle is that the Muslim lands are one state. You are not obliged to report the marriages of your sisters, especially if doing so would cause harm, and harm must be removed. It is not permissible for your sisters to take the salary conditioned on not marrying. However, if not taking it would cause harm, then it is permissible to take it and give it away in charity, based on what was narrated from 'Ubada ibn al-Samit (may Allah be pleased with him) that the Prophet (peace and blessings be upon him) said: "There should be no harm nor reciprocating harm."