Is it better to allocate the Zakat money to one needy relative (sister, paternal aunt, maternal aunt) or to distribute it among them?

It is permissible to give Zakat (definition) to female relatives if they are among the categories eligible for Zakat mentioned in the verse: "Indeed, [prescribed] charitable donations are only to be given to the poor and the indigent, and to those who work on [collecting] them, and to those whose hearts are to be reconciled, and to [free] those in bondage, and to the debt-ridden, and for the cause of Allah, and to the wayfarer." The one most deserving of Zakat is the one in greatest need. If they are all equally poor and distribution is possible, then do so. Otherwise, your sister is more deserving because she is the closest relative.