My suggestion would be to try to involve her with some of the wedding planning and preparing for baby. Also set aside a day every week to every other week where only the two of you go out and don't mention anything about the baby,wedding or fiancee and just enjoy that day as sister time. Just a thought. Good luck and congrats on all the special events going on in your life this year =)
My sister and I r also close we went thur this also. It's hard. Just sit her down and explain it to her even then she'll still b up set but in the long run she will understand. My sister and I set aside time that will be just for us. She also comes over we do each other's hair things like that.
I get it. My sister is only 17 months younger then me and was a little jealous when I was pregnant. Not jealous cause I was pregnant just put out cause my priorities had changed. Just be patient with her. Your sister will fall in love with the baby and will probably be a great help to you, just give her time. No need to feel like a bad sister, when baby comes along it will have to come before everybody else not just your sister. Just keep communication open and its not your fault you' have taken different paths in life at this time. It happens among siblings Just tell her how your feeling, tell her you feel bad but that's the way it will be for a while. Clubbing days are over just for a while. Get her to call when your fiancé is out working, include when choosing baby stuff. Just give it time.
She will eventually understand. My husbands siblings are the same way and we have been married for 4 years and 4 1/2 months with our second. It just takes time to adjust. Try and include her in the planes and it might ease the adjustment.