YANBU and you're right to be worried. If she's willing to listen a bit, maybe this will persuade your sis to stop, or at least cut down, on smoking while she's pregnant.
Midwife friend told me that smoking in pregnancy is something that affects the foetus more and more as the pregnancy progresses; the baby's lungs don't really develop until quite late on in the pregnancy, so smoking in pregnancy affects the unborn child worst of all during the last trimester.
FWIW, any decrease or cessation of smoking will lessen damage to the unborn child wherever the mother is in the pregnancy.
What I mean is, some things affect the foetus only early on in the pregnancy, like taking folic acid, but the effect of smoking gets worse as the pregnancy progresses. Hope I've expressed this clearly!!
BTW, roll ups are at least as dangerous, if not more, than normal filter tips; really, no cigs are safe when you're pregnant.
My friend runs a clinic for pregnant women who smoke, to help them cut down/quit - is there any help like this available to your sister? And would she take it?