Ditto on the nappies - we used pampers micro nappies, large stores of boots were the best place to find them, I found.
Asda do good value vests and babygros for tiny babies, and i think tesco do too. I agree it's not worth buying too many of the really tiny ones - we bought one for DS from John Lewis and the first (and only) time he wore it, he was already straining the poppers!
But generally tiny baby size goes up to 7.5 lbs, so should be good for a while. Watch out for tiny baby and early baby labels - their meaning differs between shops, so make sure you get the size you really want by checking the weight range (I screwed up on this more than once!)
Also a hat and cardigan or two are good, especially once baby is off the heated cot and trying to stay warm. Maybe a pair of mittens too (DS had to wear socks on his hands!)
And yy to the hand cream - DH and I suffered with cracked skin for weeks!
Sending lots of positive thoughts to your sister. DS was born at 31+5 and has been absolutely fine. They are essentially fully formed at that stage, and just need to build up fat.
Not sure if you know your sister's feelings re breastfeeding, etc., but if she does want to, encourage to seek out as much support in SCBU as possible. Babies at 32 weeks haven't always developed the sucking reflex and it can take quite a bit of time and effort to get breastfeeding established, and the danger is that bottles get pushed as an easier way of getting them off the NG tube so they can go home. Thankfully this didn't happen in the SCBU DS was in, but I have heard it has happened to others.
Will you come back and update us once baby has arrived?
There's also a premature birth forum on MN which you or your sister might find useful. MN has helped me make friends with other mums who had preemies around the same time as DS, and it has helped me massively to share my experience with others who have been through it too.
(sorry for the essay
)