1. 0008 form: Do I need add my sister and myself?
No
2. 5406 form: Do I need add my sister and myself?
Not a separate forms, but you two must be listed on "Section B: Children" of both of your parents
3. 5669 form: Do I need add my sister?
No
My
answers above are based on the reading and understanding of, but not limited to these, below mentioned official documents
How to complete immigration forms for paper applications
Guide 5772 – Application to Sponsor Parents and Grandparents
Moreover, I assumed that your sister does not fall under any below mentioned Dependent type
Dependant type
Type A
The dependant is
under the age of 22 and single (not married and not in a common-law relationship).
Type B (Important: This dependant type applies only if your child’s age was locked in before August 1, 2014)
The dependant has been continuously enrolled in and in attendance as a full-time student at a post-secondary institution accredited by the relevant government authority and has depended substantially on the financial support of a parent since before the age of 22.
Type C
The dependant is 22 years of age or older, has depended substantially on the financial support of a parent since before the age of 22, and is unable to provide for themselves because of a medical condition.