I think it's important to separate things here. I bet you -like I would- are somewhere thinking something like "how could they do that to me? What's wrong with me that they could do that?" Which is the wrong question. It's not about you. It's about them, and what's wrong with them.
I find that the way I think of things really matters. AXH physically abused one of his girlfriends that he met after I left him. At first, I thought "OMG, I'm so ashamed! How could I be married to someone like that for 20 years?" But then I realized that WAITAMINIT: a much more helpful way to think about it would be "Wow! Thank God I got out before he got to THAT point!"
We're told to sweep our side of the street, and nobody else's. but we have to know what is and isn't our side of the street, first. Their behavior says a lot about them but nothing about you.
I'd set boundaries I felt was appropriate with the sister. It's OK to say "I really don't care to see you or talk to you right now, and I will contact you when I feel differently." If you have to interact on holidays etc, follow your gut. If you have to miss Thanksgiving because it's too painful, do. Or go and ignore her. There are no musts here, even if we sometimes convince ourselves that there are with family.
As for him? He's even more of a scumbag than you thought!! You should buy yourself Icecream to celebrate that you're no longer involved with him!