wow, I have to say that I am in quite a similar situation with a please-don't-marry-my-sister mean guy.
the fact that he was worried about where your sister was Physically in a store--is a huge red flag. the reaction she had to what he said though is key. Like my sister, I am guessing that she just thought it was interesting/cute that he had been so worried about her, when in fact she should have been more shocked than you at what he was doing. If his control issues are flaring up THAT early in the relationship, she should have walked. unfortunately though, women who have a strong desire to be married, to anyone, is a hard concept to get past when they are faced with thinking they will never be married... so they tell themselves that they can and have to tolerate these "quirks" in order to be desirable for marriage. It is very disheartening to see this happen.... and heart crushing when it started happening to my own sister, who is the beacon of women's rights, and human justice, and she started letting some wierdo rude guy enter, and make camp, in her life.
Honestly though the comment he made at that earlier time regarding how he was re-assessing whether he would hit a woman... means it is time to worry not just for your safety ...but for your sister's. If he can say that to YOU, the sister of his "bride" who knows what he will do in the comfort of his own home.
I know I have my own opinion about trying to break my sister up from her soon-to-be-fiance but I would like to ask you a question.
What would your sister do ...if this were you? What would she do if you were dating someone just like him? would she be nearly this blind to the characteristically threatening behaviors? This is where I stand. I'm at the point where I do not know what to do. she will marry him, and I will be miserable-living in fear of him and what he will do to the most important person in my life... who just happens to not see what is happening to her or anyone else around her.