Do you advise me to return to my country to take care of my sister and mother, or should I wait, for they have a Lord who will take care of them, especially since my sister is not yet married and I feel anxious about them?

If you do not fear that your mother and sister will be lost, then you have the choice between traveling to live with them and care for them, and remaining in your current country. It may be more preferable to go down to your country to live with them due to your problems with your sponsor. There is no religious impediment for a man to seek a husband for his sister and propose this to trustworthy individuals.