Just a few questions to ask yourself as you re-read your own post and how you worded it:
Why refer to "his family" and "his family events"? Is his family not also your family? Is there any reason why you look on your "own" biological family as "real family" when the people related to your husband are his family but somehow not yours?
Do you feel invisible and lonely because of how they treat you, or because you enter these events already feeling that way? Do they converse with you, include you, or not? If they are trying to include you -- Is it possible that you bring the loneliness along with you when you arrive, because your mind is on your "own" family far away so you're not really engaging with "his" family?
I am not laying blame! I'm just trying to show that if his family does not feel like your own family -- you could be asking yourself why that is and whether it's because of their treatment of you or because you have erected any walls between you since they're not "your" family.
I understand the feeling and i used to feel that way a bit when we first married, but my husband's relatives are my family as much as my own blood relatives. We marry whole families, not just individuals. Is his family doing things that make you feel so excluded, or is the loneliness because you miss your sister? Those are two very different things to deal with and I hope you don't let missing your sister affect your ability to bond with and enjoy the rest of your family -- the one you married into.
If they are somehow excluding you, intentionally or perhaps totally unintentionally, that's different and requires you to figure out what's up.