I've really enjoyed Don't Let Your Emotions Run Your Life for Teens
A book that helped me a lot was "Don't Let Your Emotions Run Your Life". I just remembered there's a version of it written for teens that might also help your sister.
I feel for both you & your daughter! As a counselor, I see my clients making potentially dangerous decisions and so I definitely know where you're coming from in feeling so concerned about her & her safety. But as a 20-something I also really identify with the young & reckless kid who just wants the freedom to live her own life & find her way & experiment with substances, especially as I'm someone who definitely did all of that, lived to tell about it, and feel like it can be part of a healthy growing up process. So I guess I just mean to say, I understand why you would want to control her life for her safety, but really and truly the only way one can learn anything is to learn it first hand, trial and error. And of course all teenagers feel constricted in a lack of freedom because such is the nature of the inbetween age, but I would probably encourage you to foster her independence & freedom as much as you can, even if it feels like bad parenting to let her make "bad" choices. I would encourage you to continue working towards maintaining a supportive perspective of her and looking at things from her perspective, where she feels completely trapped and surrounded by people who don't "get" her. The program I work in has always had this rule where we cannot use the word "manipulative" about our clients, which I think you were kind of saying when you say you're feeling like you're being played. So maybe try to reframe this as seeing her as being very successful in getting her needs met. Because while it may feel hurtful from your perspective, her intentions are very unlikely to be to manipulate/hurt you, but only to find a way to help herself get what she needs (a listening ear/support/love/attention/a friend/whathaveyou). I wonder if maybe it would be helpful to move away from a perspective of wanting to give her consequences, but instead just move towards just providing the emotional support and guidance that will allow her to regulate her own emotions, without having to resort to substances or self injury when she's in a state of high emotion. I would highly recommend looking into DBT for her. It's the treatment we use at my workplace and I think it's absolutely fantastic. It's basically a framework to help teach people skills in how to tolerate distress in times of really heightened emotion and regulate their own emotions in general, among other things. It's evidence based and not just some weird pseudoscience therapy and it's really practical and can be used by anyone and everyone. The concepts aren't new or groundbreaking, it's just specifically outlines a bunch of skills that most people already know & use to cope with stress. here's a link to a book that you might be interested in offering to her, though I haven't read this specific book it looks to contain all of the critical DBT information and present it in an easy to understand way.
and one more thing! never underestimate the power of validation! to let her know you see where she's coming from, why she feels the way she does, that her emotion makes sense given the circumstance! ALWAYS validate emotion! Because validation doesn't always mean you agree with her thoughts or behavior it just means you understand. Working to always be validating will go a long way in strengthening your relationship and de-escalating her emotions if she starts to be in a state of heightened emotions. Sometimes the best way to validate a distressed person is to just listen and genuinely respond "that really sucks..." with a compassionate heart.