Spoiler: Yes, she did manage to save her sister, but not in this Mortal World that the MC and others are living in currently in the series and rather at the Light Novel that it will happen when when Han Li ascends to the Spirit World as a God Transformation Realm Early Stage and meets Yuan Yao with her sister later on being treated as a servants/disciples of a Lady Demon Monarch which her cultivation strength is comparable to a Body Integration Realm.
