I wouldn't worry about her opinion. Without wishing to come over as insulting to your sister, from the way you describe her I'd say she has her own opinions on dress sense, both on how to dress herself and on how she thinks others should dress. We are all entitled to dress as we choose, even if in the eyes of someone somewhere we might look silly. She could benefit from keeping her opinions on your dress sense to herself unless she's willing to reciprocate and let you comment on her clothing. You might offer to give her your frank opinion before actually telling her that you equally think she looks silly.
It is good that your father and your other sister are supportive but you can never please all people all of the time.
I have two denim Union kilts, one light blue and one dark blue, both of which I wear quite regularly and have never heard any adverse comment either from family or strangers about wearing them.
Yes they could be called denim skirts for men and they are a long way from the concept of a traditional kilt which would placate the tartan police, but they do meet the criteria of kilts in having pleats at the back and overlapping front aprons.