Bridal Shower

I think you could give a bridal shower but I would ask your sister if it is ok first.

Well, they probaby say it is rude because usually you never invite someone to a shower that is not invited to the wedding. Also it is not usually proper for immediate family of the B or G to host the shower. But under the circumstances I think it would be OK, as long as everyone knows the circumstances. Maybe mention in the invitation their plans and then your guests can choose weather to attend or not.