I told my sister her relationship makes me uncomfortable
Why does your sister's relationship make you uncomfortable?
They are good for eachother but I have objections, they never listen to me.
You should respect the choices that other people make and not get involved in their relationship. Instead of telling your sister that her relationship makes you uncomfortable, you should avoid interferring in the relationship unless they aren't doing something illegal.
I'm going to tell my parents everything so they will stop them, I don't care if I have to lie.
You need to keep your nose out of other peoples relationships. Have you considered your meddling might bring them closer together? Sometimes kids just need to grow and learn from experience.