Please don’t put any pressure on him. You don’t know nullity and civil divorce later. If he is to marry your sister, it must be of his own will. Not only does a shotgun father make an invalid marriage, but even a nagging mother can. Pressure is an enemy of free will.
On the other hand, you can certainly talk him out of a stupid idea to leave her for some bizarre reason. Then again, if it were your own fiance and he wanted to leave you for a bizarre reason, would you still consider him the man you want to marry?
It surely hurt to be left. It does. I’ve been there recently. She wasn’t a fiancee because there had been no engagement yet, but we surely had plans and expectations and it was understood that we were going towards marriage. Then poof. It was 2nd Feb., maybe God was telling me something. In your sister’s case, it doesn’t have to be for the worse if he leaves.
There’s that old saying, “if you love it, let it go; if it loves you, it will come back, if it doesn’t come back, you never had it,” or something like this.