Your sister has a phone of her own, right?
Then tell her to give her number out to this pal. And if the pal calls your house and asks to speak with your sister, tell her (the pal) to call the sister on the sister's phone. Give out the number and wait for the pal to take note of the number. Then hand the phone to your sister like you would with anyone else.
Next time the pal calls, screen her calls, or even block them. You did your part and there is no reason at all for you to act as their go-between. Block the pal on FB and don't ask about her.
Wash your hands of it and find other things in life to think about.