Must I write the name of a drink that is harmful to health and funds infidel entities on my shopping list to avoid my father's anger, and will I be sinful for doing so?

If the drink is forbidden (haram), then it is not permissible to list it among the household requests, because that would be assisting in sin, and there is no obedience to a created being in disobedience to the Creator. However, if it is permissible (mubah) and contains a minor harm that does not necessitate prohibition, then there is no objection to listing it. It should not be omitted to avoid angering the father. The father should be advised with gentleness and kindness, explaining the danger of transgressing the limits of Allah, while seeking Allah's help through prayer for his guidance.