All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
Your husband is a non-Mahram to your sister and so is she to him; it is on this basis that they should treat each other. It is not permissible for him to talk to her except for a necessity while observing the requirements of Sharee'ah in regard to the manner of talking with each other and so forth. However, it is not permissible for him to joke and laugh with her.
Moreover, it is not permissible for your sister to show any of her adornments in front of your husband, and she should not talk to her husband about your husband as this may lead her to be tempted by your husband and to some problems between her and her husband. This also applies to her giving food to your husband as if it was a gift for him; all this along with your feeling and your husband's behaviour are a means of evil and corruption.
In any case, your husband as well as your sister need someone to advise them and remind them of Allaah and clarify to them that they are wrong as they transgress the limits of the Sharee’ah. It is someone who is expected to influence them who should advise them.
On the other hand, if what you mentioned in your question is true that your husband gambles, then he is committing a grave sin as Allaah Says (what means): {Indeed, intoxicants, gambling, [sacrificing on] stone alters [to other than Allaah], and divining arrows are but defilement from the work of Satan, so avoid it.}[Quran 5:90] For more benefit, please refer to Fatwa 122699.
Among the evil matters that he also does, is talking to women and taking them in his car, or ordering you to take off your Hijab and not dress properly. Of course, it is not permissible for you to obey him in this regard; rather, you are obliged to stick to your Hijab as there is no obedience to a creature in disobeying Allaah; for more benefit, please refer to Fatwa 89815.
In any case, if your husband continues to act as he does, you have the right to ask him for divorce because the dissoluteness of a husband is a sound reason for the wife to ask for divorce or Khul’; for more benefit, please refer to Fatwa 88408.
However, as long as you remain in marriage with your husband, you are obligated to obey him in moving to reside with him where he resides, and it is not permissible for you to refuse that unless you have a sound reason. Being near your family and thinking that it is easier for you and better for your health are not a sound reason to refuse to travel. Moreover, travelling to reside far from your parents could be a solution to what happens between your husband and your sister.
As regards him provoking you about living in that country all your life, or angering you by comparing you to your sister, then all this is contradictory to having good marital relationships with one's wife, which is Islamically ordained; Allaah Says (what means): {And due to them [i.e. the wives] is similar to what is expected to them, according to what is reasonable.}[Quran 2:228]
Finally, we warn you against accusing your husband of some matters about which you have no evidence like your statement “…starting to feel like some secret love…”, and your statement “…I am afraid now where he goes after school.” Indeed, such suspicion may lead you to unpleasant consequences. For more benefit, please refer to Fatwa 89109.
Allaah Knows best.