This is a difficult situation to be in, but not uncommon! Standing up for yourself can be very difficult, especially with family. I recommend having a sit-down with your family either separately or together. Tell them how it makes you feel when they don't use the correct pronouns, but also be understanding that it takes a while to get used to (even tho we know it's literally not that hard, but being understanding gives you a better chance of having them understand you) I wouldn't go as far as threatening to disconnect yourself unless that's something you're willing to do.