My sincere condolences to your sister and all your family. Losing a child before birth brings a unique kind of grief, and both medical professionals and well-meaning family and friends may struggle to fully understand the loss and respond appropriately.
One thing you can do is ask your parish to have a funeral Mass or memorial service said for your sister’s unborn child. Even if the child’s remains are not present, the Mass can be celebrated. The parents can give the child a name, recognizing that he or she is a unique human being with a soul, and trusting that he or she is now with God. If there is no burial site, the parents may long for a place to visit and grieve. Some churches have a shrine dedicated to the unborn; they may also choose any place that is significant to them where they can find peace and intentionally remember and pray for their child. They can also ask for the blessing of parents after a miscarriage, found in the Book of Blessings. This rite for consolation and healing can be repeated, and they may wish to ask for it again on anniversaries of the miscarriage.
Finally, as when a loved one suffers any loss, keep your heart open. At times your sister may want to talk about the hopes and dreams she had for the child she lost; at times she may want to talk about anything but her loss; at times she may want someone to be with her in silence. There is no way around grief – the only way is through it. Your sister will need someone she loves and trusts at her side.