Who knows how bad the situation is. Maybe he’s just a stupid loudmouth, maybe he’s abusing and cruel.
You can’t really do anything more that to keep an eye. And demand respect. He doesn’t get to talk about your family like that in your own house.
In the other hand, make sure your sister knows you are there. If she ever feels threatened or uncomfortable or if anything happens, tell her she can always count with you. No judgment.
Very concerning especially with a little one on the way. But you’ve done what you can, she may make mistakes, the best you can is be there for her.
Pull the movie parent thing where you sit in the dark until he comes home and then flick on the light and ask him where he’s been.
No for real though, you’re just going to have to talk about the elephant in the room or as other have suggested, follow him and find out where he’s going. You can’t just ignore the problem honey.