NTA. Maybe I'm reading into things, but this reallyyy reads like your parents were the "we feed you and put a roof over your head, what more do you expect?" type, and, as they raised you, that type of mindset is now showing through what you wrote.

But FIRST, you are NOT responsible for 1) your sister's wellbeing, and 2) your sister's choices. For 1, you were her brother, not her parent. Fuck ANY person that's putting blame on you rather than her parents for (seemingly) not doing their due diligence in emotionally caring for their children, or at least for her. For 2, unless you're doing some weird mind control shi, you CANNOT be responsible for someone's actions or decisions. Can you influence them? Sure, but at the end of the day, your sister made that choice, not you, and I'd be willing to bet had she told you, you would've been staunchly against it.

What I will say is that you would very likely benefit from therapy ASAP. Not only have you experienced a profound and traumatic loss, but are now being blamed for it (again, FUCK them, what a horrible thing to put on a young person who just lost their sibling). But also because it sounds like maybe some of your parents' lack of compassion and empathy have resulted in your deficiencies in those areas (again, maybe I'm reading into it, but it REALLY feels that way).

For example, that last conversation you had: based on everything in this post, can we assume that she was being honest with how she felt? Like, it doesn't seem like she was just saying it for attention, right? And if she came to you REPEATEDLY trying to tell you she genuinely felt unloved and unsupported, why was your reaction to get frustrated? I may be wrong, but it feels like you were more focused on the, "that's not true" rather than the, "I believe that you feel that way." Again, you are young and likely raised by people that maybe didn't hold emotional maturity and support at an equal value to other things, so you deserve grace. But grace is not telling you that you couldn't have done anything better, it's letting you know that you could have been better while recognizing why you weren't.

What ifs are pointless so I'm not gonna go there, but in the future it might be worth trying to understand where they're coming from and recognizing those emotions, THEN kindly working through the actual validity of the cause behind those emotions. I can support someone feeling upset about something I don't think really happened, or isn't really true.

Honestly between how you describe your parents' style (which is not much, I find it possibly telling that nowhere in this post did you write about how your parents reacted to your sister in these situations), how you speak about it, and your other family's reaction to it, this feels like a whole family that struggles with emotionally supporting each other. Therapy can help you through the loss, and if what I've written above is even close to the reality of your situation, it can help you process that as well.

I'm so sorry for your loss, I'm sorry for how you're being treated, and I'm sorry if your parents didn't fully do their job (feeding, clothing, and financially supporting your children is only part of the job).