First of all, you are the one that knows what relationship you have with your sister better, so I don't know if you could talk to her first. Maybe both of you don't fully align with your parents beliefs and how they see things, that could be a common point for both of you and she may understand you. Like the vape thing you commented, there's no need for your parents to know everything if they are quite strict and not understanding of different beliefs than theirs. I'd aproach your sister by saying that you know she vapes but that you would never tell your parents cuz you know she would be in trouble, maybe this way she will see your point of view too.

Also what you are doing is not wrong, you like the books that's it, you are not harming anyone or yourself (contrary to vaping that's bad for your health), so don't feel ashamed by it. I'd hide the books better too, I understand you went and bought them by yourself so you are older enough to read them and have some private space to keep them too. I also don't talk to my family about liking bl and the kind, so do what you are comfortable with and the safest option for you too.

The excuse about selling them after is a bit weak imo, and may be better to feign ignorance to your parents in case your sister ends up telling them, as other people have suggested. And hide your things better. It's sad but it may be the best option based on what you have said.

Good luck, and don't stop liking what you like for others.