happychappy, I have a lot of respect for you. I posted that because I felt that I should "test" your thinking. I thought very long and hard before posting, and almost didn't, but it kept bugging me!
I wasn't suggesting that you comment or interfere, because you have made it quite clear that you don't. What I sense is that your negative feelings (which I fear are probably quite justified) will be coming across to her. A lack of enthusiasm, perhaps not congratulating her on being baptised, maybe not sending a baptismal gift for her daughter as a spontaneous gesture ...
I don't know what you have and haven't done, but if your sister senses that you don't approve of her DP and her life choices then she will talk to him about that. I fear that even though you have not said anything directly, she will sense your lack of approval simply because you are feeling hurt at not being invited, consulted, etc.
She will then talk to her DP, he will then feel even more justified in thinking that her family are "all against him" and attempt to cut her off from you even further.
I really, really would not make any "big statements" such as the one you suggest. Your hurt at not being invited is for you to deal with, and for her sake (and the sake of your relationship with her) you have to keep it locked away.
Send an appropriate baptismal gift for her DD (maybe a MNetter from the Orthodox faith can suggest something?) and start to really live her small successes in settling in to her new life.
If it all goes wrong she will need you. If it all goes right you will have been part of a fascinating journey.
Maybe, a few years from now, you will know enough about why you (and the family) were not invited, but if not, does it really matter? If a "big statement" could derail your relationship with her for the rest of your life, is it really worth doing? My fear is that if you DO say something along the lines that you are suggesting, you will quite definitely lose her!
May I just ask one last question? Is she the youngest of the 3 of you?
You have said that she is "very dependent". Maybe disappearing to Romania is actually because she is trying to be less dependent on you and the rest of the family? It's a tough thing to come to terms with, but if that might be the case, you may have a real role to play in helping her to develop wings and fly in her new life.