Mimi,
Cats are VERY unique creatures! I'm sorry for your loss!
It could be a combination of everything. Cats don't like change. Losing his sister, on top of going to your parents then coming back to a new home can really confuse hi. Do you have anything that has his sister's scent on it? That will help him. A bed, a blanket, ANYTHING that has her scent on it.
Cats do go through a grieving process, just like humans do, but in their own way. He's walking around calling out for his sister and looking for her. Just be patient. You might want to consider getting him a companion, either a kitten (female) or an adult.
I don't know where you live, but I have a 1 1/2 year old Korat/Russian Blue mix that needs a home!
Please let us know how you make out with your kitty. And be patient.
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