What is the ruling of Islamic law regarding what some women claim, that seeing a certain insect indicates the arrival of guests, and how can they be convinced that only Allah knows the unseen?

No one is permitted to claim knowledge of the unseen, as this contradicts what is explicitly stated in the Holy Qur'an, such as His (the Almighty's) saying: "And Allah would not apprise you of the unseen," and His saying: "Say, 'None in the heavens and earth knows the unseen except Allah.'" What your sister and mother claim are superstitions, and if they are seeking the help of jinn in this, then it is a form of sorcery and polytheism. However, if they consider it a proven matter, then experience does not fall under the knowledge of the unseen, and it could be a means for Satan to mislead the weak-minded.